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Update btanalysis.py

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This commit is contained in:
Guitheg 2021-12-09 17:21:18 +01:00
parent 553c5e9606
commit c8c14aecfc
1 changed files with 4 additions and 4 deletions
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8
freqtrade/data/btanalysis.py
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@ -396,12 +396,12 @@ def calculate_trades_mdd(data: dict, trades: pd.DataFrame) -> float :
Give the max drawdown given each trades and the history candles.
The intervals dates used to calculate the max drawdown are the trades intervals dates.
Args:
:param data (dict) : dictionnary of candle dataframe per pair used to calculate the mdd.
:param trades (pd.DataFrame): trades used to find the intervals dates.
:param data: (dict) dictionnary of candle dataframe per pair used to calculate the mdd.
:param trades: (pd.DataFrame) trades used to find the intervals dates.
Returns:
:return: float: Give the maximum drawdown among each trades.
:raise: ValueError if trade-dataframe was found empty.
:return: (float) Give the maximum drawdown among each trades.
:raise: (ValueError) if trade-dataframe was found empty.
"""
if len(trades) == 0:
raise ValueError("Trade dataframe empty")