Add test for max_drawdown calculation

2020-03-03 07:20:41 +01:00
parent 3479f7d986
commit e050511ddc
2 changed files with 19 additions and 3 deletions
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -198,7 +198,7 @@ def calculate_max_drawdown(trades: pd.DataFrame) -> Tuple[float, pd.Timestamp, p
    :raise: ValueError if trade-dataframe was found empty.
    """
    if len(trades) == 0:
-        raise ValueError("Trade dataframe empty")
+        raise ValueError("Trade dataframe empty.")
    profit_results = trades.sort_values('close_time')
    max_drawdown_df = pd.DataFrame()
    max_drawdown_df['cumulative'] = profit_results['profitperc'].cumsum()