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Improve formatting in drawdown calc

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Matthias
2024-02-19 07:09:23 +01:00
parent 66f4839101
commit 39941a7ac0
1 changed files with 4 additions and 2 deletions
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6
freqtrade/data/metrics.py
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@@ -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]