Bug fix in symbol loader

This commit is contained in:
fredfortier
2017-08-31 12:22:04 -04:00
parent 8b6a48633d
commit d79fdca561
+23 -2
View File
@@ -138,13 +138,34 @@ class Exchange:
symbol_map = self.fetch_symbol_map()
for exchange_symbol in symbol_map:
asset = symbol_map[exchange_symbol]
start_date = pd.to_datetime(asset['start_date']) \
if 'start_date' in asset else None
if 'start_date' in asset:
start_date = pd.to_datetime(asset['start_date'], utc=True)
else:
start_date = None
if 'end_date' in asset:
end_date = pd.to_datetime(asset['end_date'], utc=True)
else:
end_date = None
if 'leverage' in asset:
leverage = asset['leverage']
else:
leverage = 1.0
if 'asset_name' in asset:
asset_name = asset['asset_name']
else:
asset_name = None
trading_pair = TradingPair(
symbol=asset['symbol'],
exchange=self.name,
start_date=start_date,
end_date=end_date,
leverage=leverage,
asset_name=asset_name
)
self.assets[exchange_symbol] = trading_pair