Optimize-drawdown-metrics-iteration-for-benchmark-stability#9357
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aiSynergy37 wants to merge 5 commits intoQuantConnect:masterfrom
Closed
Optimize-drawdown-metrics-iteration-for-benchmark-stability#9357aiSynergy37 wants to merge 5 commits intoQuantConnect:masterfrom
aiSynergy37 wants to merge 5 commits intoQuantConnect:masterfrom
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Benchmark-stability fix extracted from #9354.
This PR optimizes Statistics.CalculateDrawdownMetrics to reduce extra allocations and duplicate type checks in the drawdown path while preserving OHLC behavior.
It is intended to unblock the unstable benchmark failures observed in #9354 (EmptySingleSecuritySecondEquityBenchmark).
Related: #9354