chore: improve price_precision logic resiliancy
This commit is contained in:
@@ -322,7 +322,8 @@ class Backtesting:
|
|||||||
self._load_bt_data_detail()
|
self._load_bt_data_detail()
|
||||||
self.price_pair_prec = {}
|
self.price_pair_prec = {}
|
||||||
for pair in self.pairlists.whitelist:
|
for pair in self.pairlists.whitelist:
|
||||||
self.price_pair_prec[pair] = get_significant_digits_over_time(data[pair])
|
if pair in data:
|
||||||
|
self.price_pair_prec[pair] = get_significant_digits_over_time(data[pair])
|
||||||
return data, self.timerange
|
return data, self.timerange
|
||||||
|
|
||||||
def _load_bt_data_detail(self) -> None:
|
def _load_bt_data_detail(self) -> None:
|
||||||
@@ -403,9 +404,9 @@ class Backtesting:
|
|||||||
if precision_series is not None:
|
if precision_series is not None:
|
||||||
precision = precision_series.asof(current_time)
|
precision = precision_series.asof(current_time)
|
||||||
|
|
||||||
if not isnan(precision):
|
if not isnan(precision):
|
||||||
# Force tick size if we define the precision
|
# Force tick size if we define the precision
|
||||||
return precision, TICK_SIZE
|
return precision, TICK_SIZE
|
||||||
return self.exchange.get_precision_price(pair), self.exchange.precision_mode_price
|
return self.exchange.get_precision_price(pair), self.exchange.precision_mode_price
|
||||||
|
|
||||||
def disable_database_use(self):
|
def disable_database_use(self):
|
||||||
|
|||||||
Reference in New Issue
Block a user