CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-19 06:11:15 +00:00
Code Issues Packages Projects Releases Wiki Activity

Use calc_drawdown method throughout the bot

Browse Source
This commit is contained in:
Matthias
2024-05-14 19:37:41 +02:00
parent 0aa3ec2845
commit 94786454b7
6 changed files with 45 additions and 54 deletions
Download Patch File Download Diff File Expand all files Collapse all files

16
freqtrade/plot/plotting.py
View File

@@ -16,7 +16,7 @@ from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange, load_data
from freqtrade.data.metrics import (
calculate_max_drawdown,
calc_max_drawdown,
calculate_underwater,
combine_dataframes_with_mean,
create_cum_profit,
@@ -179,19 +179,17 @@ def add_max_drawdown(
Add scatter points indicating max drawdown
"""
try:
_, highdate, lowdate, _, _, max_drawdown = calculate_max_drawdown(
trades, starting_balance=starting_balance
)
drawdown = calc_max_drawdown(trades, starting_balance=starting_balance)
drawdown = go.Scatter(
x=[highdate, lowdate],
x=[drawdown.high_date, drawdown.low_date],
y=[
df_comb.loc[timeframe_to_prev_date(timeframe, highdate), "cum_profit"],
df_comb.loc[timeframe_to_prev_date(timeframe, lowdate), "cum_profit"],
df_comb.loc[timeframe_to_prev_date(timeframe, drawdown.high_date), "cum_profit"],
df_comb.loc[timeframe_to_prev_date(timeframe, drawdown.low_date), "cum_profit"],
],
mode="markers",
name=f"Max drawdown {max_drawdown:.2%}",
text=f"Max drawdown {max_drawdown:.2%}",
name=f"Max drawdown {drawdown.relative_account_drawdown:.2%}",
text=f"Max drawdown {drawdown.relative_account_drawdown:.2%}",
marker=dict(symbol="square-open", size=9, line=dict(width=2), color="green"),
)
fig.add_trace(drawdown, row, 1)