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Refactor calculate_max_drawdown #10212

Merged
merged 8 commits into from
May 15, 2024
Merged

Refactor calculate_max_drawdown #10212

merged 8 commits into from
May 15, 2024

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xmatthias
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Summary

Change the return value of calculate_max_drawdown from a tuple to a dataclass.
The tuple makes identifying "which value am i using" rather difficult, and can lead to bugs easily - so this will be a great DX enhancement.

Quick changelog

  • Update return value for calculate_max_drawdown
  • update variable name in ProfitDrawDownHyperOptLoss to correspond to what was actuallly used

@xmatthias xmatthias changed the title Refactor/max_drawdown Refactor calculate_max_drawdown May 15, 2024
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Coverage Status

coverage: 94.679% (+0.002%) from 94.677%
when pulling 702ac14 on refactor/max_drawdown
into 3b00363 on develop.

@xmatthias xmatthias enabled auto-merge May 15, 2024 16:04
@xmatthias xmatthias disabled auto-merge May 15, 2024 16:04
@xmatthias xmatthias merged commit c91e1d8 into develop May 15, 2024
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@xmatthias xmatthias deleted the refactor/max_drawdown branch May 15, 2024 16:04
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2 participants