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Further increase test coverate of max_drawdown

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Matthias
2024-02-19 07:02:37 +01:00
committed by Joe Schr
parent 1b00f4ad45
commit b6c19252c9
1 changed files with 7 additions and 0 deletions
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7
tests/data/test_btanalysis.py
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@@ -455,6 +455,13 @@ def test_calculate_max_drawdown2():
with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'): with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'):
calculate_max_drawdown(df, date_col='open_date', value_col='profit') 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', [ @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), ([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 3, 4, 1000.0, 0.090909),