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    Resampling Fixes for 1.9.67.122

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    • B
      backtrader administrators last edited by

      Somewhere along the path to implement trading calendars a bug was introduced which

      • Prevented resampling which was limited to compression only (for sure when the timeframe was bt.TimeFrame.Days although it could have affected other higher timeframes)

      There was a fix proposed by a user with this commit:

      • https://github.com/backtrader/backtrader/commit/b8dda02d83bb4bc1bef9b4b37bbca2c0062d7123

      This was obviously not thoroughly tested (by myself) and although it fixed a use case (single data feed being resampled) it actually changed the behavior for other use cases, like for example resampling from subday timeframes to days or resampling a data which is already in the system with the same timeframe but amalgamating bars.

      A parallel solution was being worked at that time and was then left frozen. It has been retaken, improved and gotten some extra changes (because the bug was the combination of small bugs/behaviors after the implementation of the trading calendars) to get things up and running.

      Today, there is a commit (after several test cases were used) with the new fix (and reverting the previous one)

      • https://github.com/backtrader/backtrader/commit/ed57968c91f804c7d109b2abb28ed93c6b62f722

      It is going to be released as 1.9.67.122.

      Shall anyone find any problems, don't hesitate to report them.

      1 Reply Last reply Reply Quote 1
      • D
        dasch last edited by

        Thanks a lot for that fix

        1 Reply Last reply Reply Quote 0
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