diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 31e672202..360a3f5d8 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -408,13 +408,15 @@ def calculate_mdd(data: dict, trades: pd.DataFrame, *, date_col: str = 'close_da raise ValueError("Trade dataframe empty") mdd_df = pd.DataFrame() + mdd = lambda df : for pair, df in data.items(): open_close_date = trades.loc[trades['pair']==pair][["open_date","close_date"]] mdd_df = df[df["date"].isin([open_close_date["open_date"],open_close_date["close_date"]])] - # list_index_open=df[df["date"].isin(open_close_date["open_date"])].index.values.tolist() - # list_index_close=df[df["date"].isin(open_close_date["close_date"])].index.values.tolist() - # a = pd.DataFrame({"open":list_index_open, "close":list_index_close}) + list_index_open=df[df["date"].isin(open_close_date["open_date"])].index.values.tolist() + list_index_close=df[df["date"].isin(open_close_date["close_date"])].index.values.tolist() + a = pd.DataFrame({"open":list_index_open, "close":list_index_close}) + b = [df.loc[a["open"][i]:a["close"][i]] for i in a.index.values] # print(mdd_df) return mdd_df