Changed funding fee implementation

This commit is contained in:
Sam Germain
2021-08-25 22:09:32 -06:00
parent 194bb24a55
commit b854350e8d
8 changed files with 30 additions and 146 deletions

View File

@@ -386,7 +386,7 @@ class Backtesting:
detail_data = detail_data.loc[
(detail_data['date'] >= sell_candle_time) &
(detail_data['date'] < sell_candle_end)
]
]
if len(detail_data) == 0:
# Fall back to "regular" data if no detail data was found for this candle
return self._get_sell_trade_entry_for_candle(trade, sell_row)