diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index be4c638a7..9ad7418bc 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -20,6 +20,7 @@ from freqtrade.data.btanalysis import ( ) from freqtrade.data.history import load_data, load_pair_history from freqtrade.data.metrics import ( + calc_max_drawdown, calculate_cagr, calculate_calmar, calculate_csum, @@ -343,23 +344,21 @@ def test_create_cum_profit1(testdatadir): def test_calculate_max_drawdown(testdatadir): filename = testdatadir / "backtest_results/backtest-result.json" bt_data = load_backtest_data(filename) - _, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown( - bt_data, value_col="profit_abs" - ) - assert isinstance(drawdown, float) - assert pytest.approx(drawdown) == 0.29753914 - assert isinstance(hdate, Timestamp) - assert isinstance(lowdate, Timestamp) - assert isinstance(hval, float) - assert isinstance(lval, float) - assert hdate == Timestamp("2018-01-16 19:30:00", tz="UTC") - assert lowdate == Timestamp("2018-01-16 22:25:00", tz="UTC") + drawdown = calc_max_drawdown(bt_data, value_col="profit_abs") + assert isinstance(drawdown.relative_account_drawdown, float) + assert pytest.approx(drawdown.relative_account_drawdown) == 0.29753914 + assert isinstance(drawdown.high_date, Timestamp) + assert isinstance(drawdown.low_date, Timestamp) + assert isinstance(drawdown.high_value, float) + assert isinstance(drawdown.low_value, float) + assert drawdown.high_date == Timestamp("2018-01-16 19:30:00", tz="UTC") + assert drawdown.low_date == Timestamp("2018-01-16 22:25:00", tz="UTC") underwater = calculate_underwater(bt_data) assert isinstance(underwater, DataFrame) with pytest.raises(ValueError, match="Trade dataframe empty."): - calculate_max_drawdown(DataFrame()) + calc_max_drawdown(DataFrame()) with pytest.raises(ValueError, match="Trade dataframe empty."): calculate_underwater(DataFrame())