[BUG] Issue with Sortino and Sharpe history tables

quantatrading / Quanta-exoTrader

Quanta exoTrader is an advanced cryptocurrency trading algorithm designed to optimise trading through automation and detailed technical analysis, suitable for both novice and experienced traders.

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[BUG] Issue with Sortino and Sharpe history tables #60

Open quantatrading opened 5 months ago

quantatrading commented 5 months ago

Describe the bug When GB core is refreshing orders, incorrect data is pushed into the history array leading to Sortino and Sharpe performance being incorrect.

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quantatrading commented 5 months ago

Example of the history table invalid data

[ 71.48572351856343, 17.460510381714716, 17.65800124468543, 17.9636411276847, -36.099362753428125, 17.966903244325792, 17.88032212964124, 17.86355299822744, 18.095544353608826, 17.866812005700567, 17.89319225234067, 17.94876042967669, 18.020822736083026, 17.908865145644832, 17.895905773842173 ]