rolling stats dynamic

app.py

@@ -44,14 +44,19 @@ def get_hist_info(df_coin, principal_balance,plheader):
         pfactor = np.nan
     return numtrades, numwin, numloss, winrate, pfactor
 @st.experimental_memo
-def get_rolling_stats(df, lev, otimeheader,days):
-    rollend = datetime.today()-timedelta(days=days)
-    rolling_df = df[df[otimeheader] >= rollend]
-
-    if len(rolling_df) > 0:
-        rolling_perc = rolling_df['Return Per Trade'].dropna().cumprod().values[-1]-1
-    else: 
-        rolling_perc = 0
+def get_rolling_stats(df, lev, otimeheader, days):
+    max_roll = (df[otimeheader].max() - df[otimeheader].min()).days
+    
+    if max_roll >= days:
+        rollend = df[otimeheader].max()-timedelta(days=days)
+        rolling_df = df[df[otimeheader] >= rollend]
+
+        if len(rolling_df) > 0:
+            rolling_perc = rolling_df['Return Per Trade'].dropna().cumprod().values[-1]-1
+        else: 
+            rolling_perc = np.nan
+    else:
+        rolling_perc = np.nan
     return 100*lev*rolling_perc
 
 @st.experimental_memo