max_drawdown_abs calc fix & .DS_Store deletition

This commit is contained in:
zx 2022-02-07 07:44:13 +01:00
parent 8cdb6e0774
commit 7811a36ae9
2 changed files with 2 additions and 1 deletions

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.DS_Store vendored

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@ -23,7 +23,8 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
total_profit = results["profit_abs"].sum()
try:
max_drawdown_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_abs")
_, _, _, _, _, max_drawdown_abs = calculate_max_drawdown(results, value_col="profit_abs")
# max_drawdown_abs = calculate_max_drawdown(results, value_col="profit_abs")[5]
except ValueError:
max_drawdown_abs = 0