adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add test to demonstrate that the dataframe is not changed

Browse Source
This commit is contained in:
Matthias
2020-04-14 08:02:42 +02:00
parent 4ee0cbb575
commit ddf37ef059
2 changed files with 7 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/data/btanalysis.py
View File

@@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time'
"""
if len(trades) == 0:
raise ValueError("Trade dataframe empty.")
profit_results = trades.sort_values(date_col).reset_index()
profit_results = trades.sort_values(date_col).reset_index(drop=True)
max_drawdown_df = pd.DataFrame()
max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()