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(feat) revert data manipulation logic

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This commit is contained in:
cardosofede
2023-04-24 20:00:21 -03:00
parent fc2d8c635e
commit b901299f27
1 changed files with 5 additions and 4 deletions
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9
utils/data_manipulation.py
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@@ -39,11 +39,11 @@ class StrategyData:
@property
def start_time(self):
return self.trade_fill["timestamp"].min()
return self.orders["creation_timestamp"].min()
@property
def end_time(self):
return self.trade_fill["timestamp"].max()
return self.orders["last_update_timestamp"].max()
@property
def duration_minutes(self):
@@ -120,9 +120,10 @@ class BotData:
trade_fill: pd.DataFrame
def get_strategy_data(self, config_file_name: str):
orders_filtered = self.orders[self.orders["config_file_path"] == config_file_name].copy()
order_status_filtered = self.order_status[
self.order_status["order_id"].isin(orders_filtered["id"])].copy()
trade_fill_filtered = self.trade_fill[self.trade_fill["config_file_path"] == config_file_name].copy()
orders_filtered = self.orders[self.orders["id"].isin(trade_fill_filtered["order_id"])].copy()
order_status_filtered = self.order_status[self.order_status["order_id"].isin(trade_fill_filtered["order_id"])].copy()
return StrategyData(orders_filtered, order_status_filtered, trade_fill_filtered, config_file_name)
@property