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Don't calculate the "legacy" version of drawdown anymore.

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Matthias
2024-05-19 17:57:21 +02:00
parent 3bf02c8a64
commit c1d26d0330
1 changed files with 0 additions and 3 deletions
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3
freqtrade/optimize/optimize_reports/optimize_reports.py
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@@ -497,7 +497,6 @@ def generate_strategy_stats(
} }
try: try:
max_drawdown_legacy = calculate_max_drawdown(results, value_col="profit_ratio")
drawdown = calculate_max_drawdown( drawdown = calculate_max_drawdown(
results, value_col="profit_abs", starting_balance=start_balance results, value_col="profit_abs", starting_balance=start_balance
) )
@@ -508,7 +507,6 @@ def generate_strategy_stats(
strat_stats.update( strat_stats.update(
{ {
"max_drawdown": max_drawdown_legacy.drawdown_abs, # Deprecated - do not use
"max_drawdown_account": drawdown.relative_account_drawdown, "max_drawdown_account": drawdown.relative_account_drawdown,
"max_relative_drawdown": underwater.relative_account_drawdown, "max_relative_drawdown": underwater.relative_account_drawdown,
"max_drawdown_abs": drawdown.drawdown_abs, "max_drawdown_abs": drawdown.drawdown_abs,
@@ -527,7 +525,6 @@ def generate_strategy_stats(
except ValueError: except ValueError:
strat_stats.update( strat_stats.update(
{ {
"max_drawdown": 0.0,
"max_drawdown_account": 0.0, "max_drawdown_account": 0.0,
"max_relative_drawdown": 0.0, "max_relative_drawdown": 0.0,
"max_drawdown_abs": 0.0, "max_drawdown_abs": 0.0,