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fix: Handle negative/zero values in performance report charts

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TPTBusiness
2026-04-07 09:13:30 +02:00
parent 99a34eaf7f
commit bf019fb912
1 changed files with 8 additions and 5 deletions
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predix_strategy_report.py
+8 -5
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@@ -160,13 +160,15 @@ class StrategyPerformanceReporter:
def _plot_drawdown(self, ax):
"""Plot drawdown visualization."""
max_dd = abs(self.summary.get('max_drawdown', 0))
max_dd = self.summary.get('max_drawdown', 0)
# Handle negative or invalid values
max_dd_abs = abs(max_dd) if max_dd != 0 else 0.01
n_months = max(self.summary.get('n_months', 12), 12)
# Simulated drawdown pattern
months = pd.date_range(start='2024-01-01', periods=int(n_months), freq='ME')
dd = np.linspace(0, -max_dd, len(months)//2)
dd_recovery = np.linspace(-max_dd, 0, len(months) - len(months)//2)
dd = np.linspace(0, -max_dd_abs, len(months)//2)
dd_recovery = np.linspace(-max_dd_abs, 0, len(months) - len(months)//2)
dd_full = np.concatenate([dd, dd_recovery[:len(months)-len(dd)]])
ax.fill_between(months[:len(dd_full)], dd_full, alpha=0.5, color=ACCENT_RED)
@@ -207,9 +209,10 @@ class StrategyPerformanceReporter:
n_months = max(int(self.summary.get('n_months', 12)), 12)
months = [f'M{i+1}' for i in range(n_months)]
# Add some realistic variation
# Add some realistic variation - use absolute value for scale
np.random.seed(42)
variation = np.random.normal(0, monthly_ret * 0.3, n_months)
scale = abs(monthly_ret) * 0.3 if monthly_ret != 0 else 1.0
variation = np.random.normal(0, scale, n_months)
returns = monthly_ret + variation
colors_plot = [ACCENT_GREEN if r > 0 else ACCENT_RED for r in returns]