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chore: improved wallet stat drawdown safety

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This commit is contained in:
Matthias
2026-04-12 09:33:39 +02:00
parent 44919adae4
commit 2d930f1fff
1 changed files with 3 additions and 3 deletions
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freqtrade/optimize/optimize_reports/optimize_reports.py
+3 -3
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@@ -92,7 +92,7 @@ def generate_wallet_stats(wallet_df: DataFrame, stake_currency: str) -> dict[str
"high_ts": int(high_date.timestamp() * 1000),
# Drawdown metrics
"max_drawdown_account": drawdown.relative_account_drawdown if drawdown else 0.0,
"max_relative_drawdown": underwater.relative_account_drawdown,
"max_relative_drawdown": underwater.relative_account_drawdown if underwater else 0.0,
"max_drawdown_abs": drawdown.drawdown_abs if drawdown else 0.0,
"drawdown_start": (
drawdown.high_date.strftime(DATETIME_PRINT_FORMAT)
@@ -116,8 +116,8 @@ def generate_wallet_stats(wallet_df: DataFrame, stake_currency: str) -> dict[str
),
"drawdown_duration": drawdown_duration,
"drawdown_duration_s": drawdown_duration.total_seconds(),
"max_drawdown_low": drawdown.low_value,
"max_drawdown_high": drawdown.high_value,
"max_drawdown_low": drawdown.low_value if drawdown else 0.0,
"max_drawdown_high": drawdown.high_value if drawdown else 0.0,
}