Fix reversed makr/funding_rate columns
This commit is contained in:
parent
736f9f4972
commit
363098d32d
@ -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(
|
||||||
|
Loading…
Reference in New Issue
Block a user