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Plots and hyperopt

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This commit is contained in:
Nicolas Papp
2022-04-11 16:41:48 -03:00
parent 178240aa6c
commit c8e4687833
3 changed files with 34 additions and 14 deletions
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3
freqtrade/data/btanalysis.py
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@@ -445,6 +445,9 @@ def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_
cumulative_balance = starting_balance + max_drawdown_df['cumulative']
max_balance = starting_balance + max_drawdown_df['high_value']
max_drawdown_df['drawdown_relative'] = ((max_balance - cumulative_balance) / max_balance)
else:
# This is not completely accurate,
max_drawdown_df['drawdown_relative'] = ((max_drawdown_df['high_value'] - max_drawdown_df['cumulative']) / max_drawdown_df['high_value'])
return max_drawdown_df