adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix flake issues

Browse Source
This commit is contained in:
froggleston
2022-05-17 22:32:17 +01:00
parent bb758da940
commit 37e4ede65c
3 changed files with 15 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
freqtrade/optimize/backtesting.py
View File

@@ -277,25 +277,26 @@ class Backtesting:
continue
if (pair in mark_rates_dict
and len(funding_rates_dict[pair]) == 0
and "futures_funding_rate" in self.config):
and len(funding_rates_dict[pair]) == 0
and "futures_funding_rate" in self.config):
mark_rates_dict[pair]["open_fund"] = self.config.get('futures_funding_rate')
mark_rates_dict[pair]["close_fund"] = 0.0
mark_rates_dict[pair]["high_fund"] = 0.0
mark_rates_dict[pair]["low_fund"] = 0.0
mark_rates_dict[pair]["volume_fund"] = 0.0
mark_rates_dict[pair].rename(
columns = {'open':'open_mark',
'close':'close_mark',
'high':'high_mark',
'low':'low_mark',
'volume':'volume_mark'},
inplace = True)
columns={'open': 'open_mark',
'close': 'close_mark',
'high': 'high_mark',
'low': 'low_mark',
'volume': 'volume_mark'},
inplace=True)
self.futures_data[pair] = mark_rates_dict[pair]
else:
self.futures_data[pair] = mark_rates_dict[pair].merge(
funding_rates_dict[pair], on='date', how="inner", suffixes=["_fund", "_mark"])
funding_rates_dict[pair], on='date',
how="inner", suffixes=["_fund", "_mark"])
if unavailable_pairs:
raise OperationalException(