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Fix on max drawdown formula to match tests

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This commit is contained in:
Nicolas Papp
2022-05-01 12:25:53 -03:00
parent 53a2f55cf0
commit f9244aad92
3 changed files with 3 additions and 3 deletions
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2
tests/data/test_btanalysis.py
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@@ -380,7 +380,7 @@ def test_calculate_max_drawdown2():
@pytest.mark.parametrize('profits,relative,highd,lowd,result,result_rel', [
([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 3, 4, 1000.0, 0.090909),
([0.0, -500.0, 500.0, 10000.0, -1000.0], True, 0, 1, 1000.0, 0.5),
([0.0, -500.0, 500.0, 10000.0, -1000.0], True, 0, 1, 500.0, 0.5),
])
def test_calculate_max_drawdown_abs(profits, relative, highd, lowd, result, result_rel):