Add blocker research and routing rename
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18
data.py
18
data.py
@@ -116,7 +116,23 @@ def build_strategy32_price_frames_from_specs(
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if symbol_end < staleness_cutoff:
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rejected.append(symbol)
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continue
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prices[symbol] = perp[["timestamp", "open", "high", "low", "close", "volume"]].copy()
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keep_columns = [
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column
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for column in (
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"timestamp",
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"open",
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"high",
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"low",
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"close",
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"volume",
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"quote_volume",
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"trade_count",
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"taker_base",
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"taker_quote",
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)
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if column in perp.columns
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]
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prices[symbol] = perp[keep_columns].copy()
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latest_completed_bar = symbol_end if latest_completed_bar is None else min(latest_completed_bar, symbol_end)
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accepted.append(symbol)
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quote_by_symbol[symbol] = spec.quote_asset
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