Improve wording, fix bug

This commit is contained in:
Matthias
2020-12-07 15:45:02 +01:00
parent effc96e92b
commit f047297995
5 changed files with 19 additions and 3 deletions

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@@ -1,4 +1,5 @@
from typing import Callable
from cachetools import TTLCache, cached

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@@ -18,6 +18,7 @@ from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
store_backtest_stats)
from freqtrade.pairlist.pairlistmanager import PairListManager
@@ -25,7 +26,6 @@ from freqtrade.persistence import PairLocks, Trade
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
from freqtrade.mixins import LoggingMixin
logger = logging.getLogger(__name__)

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@@ -54,7 +54,10 @@ class MaxDrawdown(IProtection):
return False, None, None
# Drawdown is always positive
drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
try:
drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
except ValueError:
return False, None, None
if drawdown > self._max_allowed_drawdown:
self.log_once(