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Data Resampling Creating Entry Delay



  • I have daily data in a csv file and all is working well.

    I used the following code to resample it to weekly data:

    data_resampled = cerebro.resampledata(
        dataname=data,
        timeframe=bt.TimeFrame.Weeks,
        compression=1)
    

    But I have noticed that there is now a 1 bar delay between 'Buy Create' and 'Buy Executed'. This was not happening on the daily data prior to adding the resampling.

    e.g. Weekly (resampled):
    2012-10-19, BUY CREATE, 3.00
    2012-11-02, BUY EXECUTED, Size: 10, Price: 2.93, Cost: 29.30, Comm 0.00

    So it has skipped the 2012-10-26 bar altogether and entered at the opening price of the next bar.

    This is happening on all buy signals.

    Why would this be occurring?


  • administrators

    Too little information to draw any meaningful conclusion. Some context code and sample data could really be helpful.