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

View File

@@ -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(