Skip to content

[Backtesting] fix futures backtesting ref market #2010

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
GuillaumeDSM merged 1 commit into from
Aug 24, 2022
Merged

[Backtesting] fix futures backtesting ref market #2010

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 3 additions & 1 deletion octobot/backtesting/independent_backtesting.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -370,7 +370,9 @@ def _find_reference_market(self):
self.logger.error(f"Mixed inverse and linear contracts backtesting are not supported yet")
self.octobot_backtesting.futures_contract_type = trading_enums.FutureContractType.LINEAR_PERPETUAL
# in inverse contracts, use BTC for BTC/USD trading as reference market
return symbol.settlement_asset
if symbol.settlement_asset:
# only use settlement asset if available
return symbol.settlement_asset
for symbol in symbols:
quote = symbol.quote
if ref_market_candidate is None:
Expand Down