FIX ISSUES
This commit is contained in:
@@ -48,7 +48,7 @@ class FixedRiskRewardLoss(IStrategy):
|
||||
# using current_time/open_date directly via custom_info_pair[trade.open_daten]
|
||||
# would only work in backtesting/hyperopt.
|
||||
# in live/dry-run, we have to search for nearest row before it
|
||||
open_date_mask = custom_info_pair.index.unique().get_loc(trade.open_date_utc, method='ffill')
|
||||
open_date_mask = custom_info_pair.index.unique().get_loc(trade.open_date_utc)
|
||||
open_df = custom_info_pair.iloc[open_date_mask]
|
||||
|
||||
# trade might be open too long for us to find opening candle
|
||||
|
||||
Reference in New Issue
Block a user