From b901299f27c16dad63b8936c2fa0ff3630a43a34 Mon Sep 17 00:00:00 2001 From: cardosofede Date: Mon, 24 Apr 2023 20:00:21 -0300 Subject: [PATCH] (feat) revert data manipulation logic --- utils/data_manipulation.py | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/utils/data_manipulation.py b/utils/data_manipulation.py index 48bf789..4bfaf14 100644 --- a/utils/data_manipulation.py +++ b/utils/data_manipulation.py @@ -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