Improve wording, fix bug
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@@ -1,4 +1,5 @@
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from typing import Callable
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from cachetools import TTLCache, cached
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@@ -18,6 +18,7 @@ from freqtrade.data.converter import trim_dataframe
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
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from freqtrade.mixins import LoggingMixin
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from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
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store_backtest_stats)
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from freqtrade.pairlist.pairlistmanager import PairListManager
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@@ -25,7 +26,6 @@ from freqtrade.persistence import PairLocks, Trade
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from freqtrade.plugins.protectionmanager import ProtectionManager
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
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from freqtrade.mixins import LoggingMixin
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logger = logging.getLogger(__name__)
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@@ -54,7 +54,10 @@ class MaxDrawdown(IProtection):
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return False, None, None
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# Drawdown is always positive
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drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
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try:
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drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
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except ValueError:
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return False, None, None
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if drawdown > self._max_allowed_drawdown:
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self.log_once(
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