From 2e154f0fddbf302b38251b44b73cf07dae9ca60a Mon Sep 17 00:00:00 2001 From: drupman Date: Tue, 31 Oct 2023 19:01:19 -0300 Subject: [PATCH] (fix) remove margin volume --- utils/data_manipulation.py | 1 - 1 file changed, 1 deletion(-) diff --git a/utils/data_manipulation.py b/utils/data_manipulation.py index aac458b..10a91ff 100644 --- a/utils/data_manipulation.py +++ b/utils/data_manipulation.py @@ -24,7 +24,6 @@ class StrategyData: strategy_data = self.trade_fill.copy() strategy_data["volume"] = strategy_data["amount"] * strategy_data["price"] - strategy_data["margin_volume"] = strategy_data["amount"] * strategy_data["price"] / strategy_data["leverage"] strategy_summary = strategy_data.groupby(["strategy", "market", "symbol"]).agg({"order_id": "count", "volume": "sum", "margin_volume": "sum",