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Build error
anaucoin commited on
Commit ·
1efed1b
1
Parent(s): 20d8adc
0 drawdown fix
Browse files
app.py
CHANGED
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@@ -298,7 +298,8 @@ def get_sd_df(sd_df, sd, bot_selections, dca1, dca2, dca3, dca4, dca5, dca6, fee
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sd_df['Net P/L Per Trade (-)'] = (sd_df['Return Per Trade (-)']-1)*sd_df['Balance used in Trade (-)']
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sd_df['Cumulative P/L (-)'] = sd_df['Net P/L Per Trade (-)'].cumsum()
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return sd_df
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-
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def get_account_drawdown(trades, principal_balance):
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max_draw = 0.0
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beg = 0
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@@ -311,7 +312,7 @@ def get_account_drawdown(trades, principal_balance):
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max_draw = min(max_draw, delta.min())
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beg = ind
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fin = delta.argmin()
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-
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else:
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max_draw = min(max_draw, trades)
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max_draw_perc = 100*max_draw/(principal_balance)
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sd_df['Net P/L Per Trade (-)'] = (sd_df['Return Per Trade (-)']-1)*sd_df['Balance used in Trade (-)']
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sd_df['Cumulative P/L (-)'] = sd_df['Net P/L Per Trade (-)'].cumsum()
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return sd_df
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+
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+
@st.cache_data
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def get_account_drawdown(trades, principal_balance):
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max_draw = 0.0
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beg = 0
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max_draw = min(max_draw, delta.min())
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beg = ind
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fin = delta.argmin()
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max_draw_perc = 100*max_draw/(trades[beg])
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else:
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max_draw = min(max_draw, trades)
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max_draw_perc = 100*max_draw/(principal_balance)
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