Prepare protections for backtesting

2020-11-16 20:09:34 +01:00
parent 3426e99b8b
commit 98c88fa58e
6 changed files with 84 additions and 34 deletions
--- a/freqtrade/plugins/protections/max_drawdown_protection.py
+++ b/freqtrade/plugins/protections/max_drawdown_protection.py
@@ -44,11 +44,8 @@ class MaxDrawdown(IProtection):
        Evaluate recent trades for drawdown ...
        """
        look_back_until = date_now - timedelta(minutes=self._lookback_period)
-        filters = [
-            Trade.is_open.is_(False),
-            Trade.close_date > look_back_until,
-        ]
-        trades = Trade.get_trades(filters).all()
+
+        trades = Trade.get_trades_proxy(is_open=False, close_date=look_back_until)

        trades_df = pd.DataFrame([trade.to_json() for trade in trades])