Add test to demonstrate that the dataframe is not changed
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@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time'
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"""
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if len(trades) == 0:
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raise ValueError("Trade dataframe empty.")
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profit_results = trades.sort_values(date_col).reset_index()
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profit_results = trades.sort_values(date_col).reset_index(drop=True)
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max_drawdown_df = pd.DataFrame()
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max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
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max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
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@ -201,7 +201,13 @@ def test_calculate_max_drawdown2():
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dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))]
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df = DataFrame(zip(values, dates), columns=['profit', 'open_time'])
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# sort by profit and reset index
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df = df.sort_values('profit').reset_index(drop=True)
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df1 = df.copy()
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drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit')
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# Ensure df has not been altered.
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assert df.equals(df1)
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assert isinstance(drawdown, float)
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# High must be before low
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assert h < low
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