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Improve drawdown test case

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Matthias 2024-05-19 09:27:24 +02:00
parent e35ad64d6c
commit acae6e75f4
1 changed files with 4 additions and 1 deletions
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5
tests/data/test_btanalysis.py
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@ -507,7 +507,9 @@ def test_calculate_max_drawdown2():
# sort by profit and reset index
df = df.sort_values("profit").reset_index(drop=True)
df1 = df.copy()
drawdown = calculate_max_drawdown(df, date_col="open_date", value_col="profit")
drawdown = calculate_max_drawdown(
df, date_col="open_date", starting_balance=0.2, value_col="profit"
)
# Ensure df has not been altered.
assert df.equals(df1)
@ -518,6 +520,7 @@ def test_calculate_max_drawdown2():
# High value must be higher than low value
assert drawdown.high_value > drawdown.low_value
assert drawdown.drawdown_abs == 0.091755
assert pytest.approx(drawdown.relative_account_drawdown) == 0.32129575
df = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"])
with pytest.raises(ValueError, match="No losing trade, therefore no drawdown."):