Use default parameters for DrawdownResult
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@@ -163,21 +163,12 @@ def calculate_underwater(
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@dataclass()
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@dataclass()
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class DrawDownResult:
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class DrawDownResult:
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__slots__ = [
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drawdown_abs: float = 0.0
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"drawdown_abs",
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high_date: datetime = None
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"high_date",
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low_date: datetime = None
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"low_date",
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high_value: float = 0.0
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"high_value",
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low_value: float = 0.0
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"low_value",
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relative_account_drawdown: float = 0.0
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"relative_account_drawdown",
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]
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drawdown_abs: float
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high_date: datetime
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low_date: datetime
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high_value: float
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low_value: float
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relative_account_drawdown: float
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def calc_max_drawdown(
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def calc_max_drawdown(
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@@ -596,7 +596,7 @@ class RPC:
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expectancy, expectancy_ratio = calculate_expectancy(trades_df)
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expectancy, expectancy_ratio = calculate_expectancy(trades_df)
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drawdown = DrawDownResult(0.0, 0.0, None, None, 0.0)
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drawdown = DrawDownResult()
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if len(trades_df) > 0:
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if len(trades_df) > 0:
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try:
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try:
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drawdown = calc_max_drawdown(
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drawdown = calc_max_drawdown(
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