Fix reversed makr/funding_rate columns

This commit is contained in:
froggleston 2022-05-18 12:56:43 +01:00
parent 736f9f4972
commit 363098d32d

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@ -297,12 +297,12 @@ class Backtesting:
if "futures_funding_rate" in self.config: if "futures_funding_rate" in self.config:
self.futures_data[pair] = mark_rates_dict[pair].merge( self.futures_data[pair] = mark_rates_dict[pair].merge(
funding_rates_dict[pair], on='date', funding_rates_dict[pair], on='date',
how="outer", suffixes=["_fund", "_mark"]).fillna( how="outer", suffixes=["_mark", "_fund"]).fillna(
self.config.get('futures_funding_rate')) self.config.get('futures_funding_rate'))
else: else:
self.futures_data[pair] = mark_rates_dict[pair].merge( self.futures_data[pair] = mark_rates_dict[pair].merge(
funding_rates_dict[pair], on='date', funding_rates_dict[pair], on='date',
how="inner", suffixes=["_fund", "_mark"]) how="inner", suffixes=["_mark", "_fund"])
if unavailable_pairs: if unavailable_pairs:
raise OperationalException( raise OperationalException(