test: add tests for high/low logic

5 months ago · 1a506dc4b4
parent 47451dd989
commit 1a506dc4b4
1 changed files with 2 additions and 0 deletions
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@ -581,6 +581,8 @@ def test_calculate_max_drawdown2():
    # No winning trade ...
    drawdown = calculate_max_drawdown(df1, date_col="open_date", value_col="profit")
    assert drawdown.drawdown_abs == 0.055545
+    assert drawdown.high_value == 0.0
+    assert drawdown.current_high_value == 0.0


@pytest.mark.parametrize(