lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Improve formatting in drawdown calc

Browse Source
This commit is contained in:
Matthias 2024-02-19 07:09:23 +01:00 committed by Joe Schr
parent b6c19252c9
commit bb6c31c55a
1 changed files with 4 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/data/metrics.py
View File

@ -143,8 +143,10 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
starting_balance=starting_balance
)
idxmin = max_drawdown_df['drawdown_relative'].idxmax() if relative \
else max_drawdown_df['drawdown'].idxmin()
idxmin = (
max_drawdown_df['drawdown_relative'].idxmax()
if relative else max_drawdown_df['drawdown'].idxmin()
)
if idxmin == 0:
raise ValueError("No losing trade, therefore no drawdown.")
high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col]