anaucoin commited on
Commit
22f36ae
·
1 Parent(s): 9fd46ba

modify max_draw calc

Browse files
Files changed (1) hide show
  1. app.py +3 -8
app.py CHANGED
@@ -301,18 +301,13 @@ def get_sd_df(sd_df, sd, bot_selections, dca1, dca2, dca3, dca4, dca5, dca6, fee
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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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- fin = 0
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  trades = np.hstack([0.0, trades.dropna().values]) + principal_balance
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  if len(trades) > 2:
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  for ind in range(len(trades)-1):
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- delta = trades[ind+1:] - trades[ind]
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- if max_draw > delta.min():
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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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  @st.cache_data
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  def get_account_drawdown(trades, principal_balance):
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+ max_draw_perc = 0.00
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  beg = 0
 
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  trades = np.hstack([0.0, trades.dropna().values]) + principal_balance
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  if len(trades) > 2:
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  for ind in range(len(trades)-1):
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+ delta = 100*(trades[ind+1:] - trades[ind])/trades[ind]
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+ max_draw_perc = min(max_draw_perc, delta.min())
 
 
 
 
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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)