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Add test to demonstrate that the dataframe is not changed

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Matthias 2020-04-14 08:02:42 +02:00
parent 4ee0cbb575
commit ddf37ef059
2 changed files with 7 additions and 1 deletions
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2
freqtrade/data/btanalysis.py
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@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time'
"""
if len(trades) == 0:
raise ValueError("Trade dataframe empty.")
profit_results = trades.sort_values(date_col).reset_index()
profit_results = trades.sort_values(date_col).reset_index(drop=True)
max_drawdown_df = pd.DataFrame()
max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()

6
tests/data/test_btanalysis.py
View File

@ -201,7 +201,13 @@ def test_calculate_max_drawdown2():
dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))]
df = DataFrame(zip(values, dates), columns=['profit', 'open_time'])
# sort by profit and reset index
df = df.sort_values('profit').reset_index(drop=True)
df1 = df.copy()
drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit')
# Ensure df has not been altered.
assert df.equals(df1)
assert isinstance(drawdown, float)
# High must be before low
assert h < low