fixup(bb88d64): use trade.open_date_utc directly instead of getting tz from DatetimeIndex

This commit is contained in:
Joe Schr
2021-03-16 12:45:33 +01:00
parent 2362091dbb
commit 08c75be22e
@@ -50,9 +50,7 @@ class FixedRiskRewardLoss(IStrategy):
# using current_time/open_date directly via custom_info_pair[trade.open_daten]
# would only work in backtesting/hyperopt.
# in live/dry-run, we have to search for nearest row before it
timezone = custom_info_pair.index.tz
open_date = trade.open_date.replace(tzinfo=timezone)
open_date_mask = custom_info_pair.index.unique().get_loc(open_date, method='ffill')
open_date_mask = custom_info_pair.index.unique().get_loc(trade.open_date_utc, method='ffill')
open_df = custom_info_pair.iloc[open_date_mask]
initial_sl_abs = open_df['stoploss_rate']