From b6c19252c910dff79db53a4e53d1a7500b5f95e6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 19 Feb 2024 07:02:37 +0100 Subject: [PATCH] Further increase test coverate of max_drawdown --- tests/data/test_btanalysis.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index c1b007e77..554ee261a 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -455,6 +455,13 @@ def test_calculate_max_drawdown2(): with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'): calculate_max_drawdown(df, date_col='open_date', value_col='profit') + df1 = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_date']) + df1.loc[:, 'profit'] = df1['profit'] * -1 + # No winning trade ... + drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown( + df1, date_col='open_date', value_col='profit') + assert drawdown == 0.043965 + @pytest.mark.parametrize('profits,relative,highd,lowd,result,result_rel', [ ([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 3, 4, 1000.0, 0.090909),