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(fix) change merge asof to backward

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cardosofede
2023-05-11 18:14:05 -03:00
parent 2c2712552f
commit 5aab81041c
1 changed files with 1 additions and 1 deletions
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utils/graphs.py
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@@ -252,7 +252,7 @@ class CandlesGraph:
self.base_figure.update_xaxes(title_text="Time", row=self.rows, col=1)
def get_merged_df(self, strategy_data: StrategyData):
merged_df = pd.merge_asof(self.candles_df, strategy_data.trade_fill, left_on="datetime", right_on="timestamp", direction="forward")
merged_df = pd.merge_asof(self.candles_df, strategy_data.trade_fill, left_on="datetime", right_on="timestamp", direction="backward")
merged_df["trade_pnl_continuos"] = merged_df["unrealized_trade_pnl"] + merged_df["cum_net_amount"] * merged_df["close"]
merged_df["net_pnl_continuos"] = merged_df["trade_pnl_continuos"] - merged_df["cum_fees_in_quote"]
return merged_df