Merge pull request #2858 from freqtrade/fix/rolling_max

Fix implementation of rolling_max
6 years ago · f5fb129483
parent f8bb6a3e06 a707aeb3d0
commit f5fb129483
1 changed files with 2 additions and 2 deletions
--- a/freqtrade/vendor/qtpylib/indicators.py
+++ b/freqtrade/vendor/qtpylib/indicators.py
@ -288,9 +288,9 @@ def rolling_min(series, window=14, min_periods=None):
 def rolling_max(series, window=14, min_periods=None):
    min_periods = window if min_periods is None else min_periods
    try:
-        return series.rolling(window=window, min_periods=min_periods).min()
+        return series.rolling(window=window, min_periods=min_periods).max()
    except Exception as e:  # noqa: F841
-        return pd.Series(series).rolling(window=window, min_periods=min_periods).min()
+        return pd.Series(series).rolling(window=window, min_periods=min_periods).max()


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