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refactor: limit pre-window balance aggregation to equity mode

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ABS
2026-02-19 04:14:41 +08:00
parent 780858f538
commit 0672d8f094
1 changed files with 8 additions and 8 deletions
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freqtrade/plugins/protections/max_drawdown_protection.py
+3 -3
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@@ -54,6 +54,9 @@ class MaxDrawdown(IProtection):
if len(trades_in_window) < self._trade_limit: if len(trades_in_window) < self._trade_limit:
return None return None
try:
if self._calculation_mode == "equity":
# Standard equity-based drawdown
# Get all trades to calculate cumulative profit before the window # Get all trades to calculate cumulative profit before the window
all_closed_trades = Trade.get_trades_proxy(is_open=False) all_closed_trades = Trade.get_trades_proxy(is_open=False)
profit_before_window = sum( profit_before_window = sum(
@@ -62,9 +65,6 @@ class MaxDrawdown(IProtection):
if trade.close_date_utc <= look_back_until if trade.close_date_utc <= look_back_until
) )
try:
if self._calculation_mode == "equity":
# Standard equity-based drawdown
trades_df = pd.DataFrame( trades_df = pd.DataFrame(
[ [
{"close_date": t.close_date_utc, "profit_abs": t.close_profit_abs} {"close_date": t.close_date_utc, "profit_abs": t.close_profit_abs}