fix: pass starting_balance to protection manager in backtest

This commit is contained in:
ABS
2026-02-23 10:34:41 +08:00
parent e524e030ef
commit 50f914d6d5
+3 -2
View File
@@ -69,7 +69,7 @@ def protections(self):
#### MaxDrawdown #### MaxDrawdown
`MaxDrawdown` supports 2 calculation modes within the `lookback_period` in minutes (or in candles when using `lookback_period_candles`): The `MaxDrawdown` protection evaluates trades that closed within the current `lookback_period` (or `lookback_period_candles`). It supports 2 calculation modes:
- `calculation_mode: "ratios"` (default): Legacy approximation based on cumulative profit ratios. - `calculation_mode: "ratios"` (default): Legacy approximation based on cumulative profit ratios.
- `calculation_mode: "equity"`: Standard peak-to-trough drawdown on the account equity curve, using starting balance and cumulative absolute profit. - `calculation_mode: "equity"`: Standard peak-to-trough drawdown on the account equity curve, using starting balance and cumulative absolute profit.
@@ -173,7 +173,8 @@ class AwesomeStrategy(IStrategy)
"lookback_period_candles": 48, "lookback_period_candles": 48,
"trade_limit": 20, "trade_limit": 20,
"stop_duration_candles": 4, "stop_duration_candles": 4,
"max_allowed_drawdown": 0.2 "max_allowed_drawdown": 0.2,
"calculation_mode": "equity"
}, },
{ {
"method": "StoplossGuard", "method": "StoplossGuard",