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anaucoin commited on
Commit ·
22f36ae
1
Parent(s): 9fd46ba
modify max_draw calc
Browse files
app.py
CHANGED
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@@ -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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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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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)
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