'iqddlmZmZmZmZddlZddlmZddgZ GddejZ GddejZ y))absolute_importdivisionprint_functionunicode_literalsN)AutoOrderedDictDrawDown TimeDrawDownc>eZdZdZdZfdZdZdZdZdZ xZ S)ra3This analyzer calculates trading system drawdowns stats such as drawdown values in %s and in dollars, max drawdown in %s and in dollars, drawdown length and drawdown max length Params: - ``fund`` (default: ``None``) If ``None`` the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See ``set_fundmode`` in the broker documentation Set it to ``True`` or ``False`` for a specific behavior Methods: - ``get_analysis`` Returns a dictionary (with . notation support and subdctionaries) with drawdown stats as values, the following keys/attributes are available: - ``drawdown`` - drawdown value in 0.xx % - ``moneydown`` - drawdown value in monetary units - ``len`` - drawdown length - ``max.drawdown`` - max drawdown value in 0.xx % - ``max.moneydown`` - max drawdown value in monetary units - ``max.len`` - max drawdown length )fundNctt| |jj&|j j j|_y|jj|_yN) superrstartpr strategybrokerfundmode _fundmodeself __class__s [/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/analyzers/drawdown.pyrzDrawDown.startCsD h#% 66;; !]]11::DN!VV[[DNcJt|_d|j_d|j_d|j_d|jj _d|jj _d|jj _t d|_y)Nr-inf)rretslendrawdown moneydownmaxfloat _maxvaluers rcreate_analysiszDrawDown.create_analysisJsj#%    !  !$ "% vrc8|jjyr)r_closer%s rstopz DrawDown.stopWs rc|js#||_t|j||_y||_t|j||_yr)r_valuer"r$)rcashvalue fundvaluesharess r notify_fundzDrawDown.notify_fundZs;~~DK 7DN#DK ;DNrc|j}|j|jz x|_}d|z|jz x|_}t |j j||j _t |j j|x|j _}|r|j dznd|_t |j j |j |j _y)NY@r)rr$r+r!r r"r)rrr!r maxdrawdowns rnextz DrawDown.nextbs II#'..4;;">> i % 1DNN BB Xaeeooy9'*155>>8'DD% 1 155) r) __name__ __module__ __qualname____doc__paramsrr&r)r0r6 __classcell__rs@rrrs(>F) '< *rc2eZdZdZdZfdZdZdZxZS)r aThis analyzer calculates trading system drawdowns on the chosen timeframe which can be different from the one used in the underlying data Params: - ``timeframe`` (default: ``None``) If ``None`` the ``timeframe`` of the 1st data in the system will be used Pass ``TimeFrame.NoTimeFrame`` to consider the entire dataset with no time constraints - ``compression`` (default: ``None``) Only used for sub-day timeframes to for example work on an hourly timeframe by specifying "TimeFrame.Minutes" and 60 as compression If ``None`` then the compression of the 1st data of the system will be used - *None* - ``fund`` (default: ``None``) If ``None`` the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See ``set_fundmode`` in the broker documentation Set it to ``True`` or ``False`` for a specific behavior Methods: - ``get_analysis`` Returns a dictionary (with . notation support and subdctionaries) with drawdown stats as values, the following keys/attributes are available: - ``drawdown`` - drawdown value in 0.xx % - ``maxdrawdown`` - drawdown value in monetary units - ``maxdrawdownperiod`` - drawdown length - Those are available during runs as attributes - ``dd`` - ``maxdd`` - ``maxddlen`` r c0tt| |jj&|j j j|_n|jj|_d|_ d|_ d|_ td|_ d|_y)Nrrr)rr rrr rrrrddmaxddmaxddlenr#peakddlenrs rrzTimeDrawDown.startsk lD') 66;; !]]11::DN!VV[[DN  &M  rc|js%|jjj}n |jjj}||j kDr||_d|_d|j |z z|j z x|_}|xj t|z c_t|j||_ t|j|j |_ y)Nrr2) rrrgetvaluer.rCrDr@boolr"rArB)rr-r@s r on_dt_overzTimeDrawDown.on_dt_overs~~MM((113EMM((22E 499 DIDJ E 12TYY>>" d2h R( DMM4::6 rch|j|jd<|j|jd<y)Nr5maxdrawdownperiod)rArrBr%s rr)zTimeDrawDown.stops'#':: - )- %&r) r7r8r9r:r;rrHr)r<r=s@rr r qs,\F 7&7r) __future__rrrr backtraderbtbacktrader.utilsr__all__AnalyzerrTimeFrameAnalyzerBaser rrrSsJ***, ~ &O*r{{O*dT72++T7r