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Bug fix in symbol loader
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@@ -138,13 +138,34 @@ class Exchange:
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symbol_map = self.fetch_symbol_map()
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for exchange_symbol in symbol_map:
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asset = symbol_map[exchange_symbol]
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start_date = pd.to_datetime(asset['start_date']) \
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if 'start_date' in asset else None
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if 'start_date' in asset:
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start_date = pd.to_datetime(asset['start_date'], utc=True)
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else:
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start_date = None
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if 'end_date' in asset:
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end_date = pd.to_datetime(asset['end_date'], utc=True)
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else:
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end_date = None
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if 'leverage' in asset:
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leverage = asset['leverage']
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else:
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leverage = 1.0
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if 'asset_name' in asset:
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asset_name = asset['asset_name']
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else:
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asset_name = None
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trading_pair = TradingPair(
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symbol=asset['symbol'],
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exchange=self.name,
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start_date=start_date,
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end_date=end_date,
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leverage=leverage,
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asset_name=asset_name
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)
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self.assets[exchange_symbol] = trading_pair
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