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test: further expand drawdown test

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Matthias
2025-11-14 19:53:22 +01:00
parent 1a506dc4b4
commit 70ec376657
1 changed files with 4 additions and 0 deletions
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4
tests/data/test_btanalysis.py
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@@ -575,6 +575,9 @@ def test_calculate_max_drawdown2():
# No losing trade ...
drawdown = calculate_max_drawdown(df, date_col="open_date", value_col="profit")
assert drawdown.drawdown_abs == 0.0
assert drawdown.low_value == 0.0
assert drawdown.current_high_value >= 0.0
assert drawdown.current_drawdown_abs == 0.0
df1 = DataFrame(zip(values[:5], dates[:5], strict=False), columns=["profit", "open_date"])
df1.loc[:, "profit"] = df1["profit"] * -1
@@ -583,6 +586,7 @@ def test_calculate_max_drawdown2():
assert drawdown.drawdown_abs == 0.055545
assert drawdown.high_value == 0.0
assert drawdown.current_high_value == 0.0
assert drawdown.current_drawdown_abs == 0.055545
@pytest.mark.parametrize(