Missing candle in replay data
-
Hi everyone,
I am doing backtrading with a csv datafeed. I replay the data from tick to 5 seconds. When there are no tick data in 5 seconds the candle isn't made.
Here my configuration:
cerebro.replaydata(
data,
timeframe = bt.TimeFrame.TFrame(args.timeframe),
compression = args.compression,
bar2edge = True,
adjbartime = True,
rightedge = True,
)In my custom log shows the bad behavior:
Candle 45
2016-01-04T00:14:10, Id: 305, Candle: 45, High: 87.676, Low: 87.676, Price: 87.676
maxLight confirmed , 2016-01-04T00:14:00 - 2016-01-04T00:14:11, Id: 95, Value: 87.68
2016-01-04T00:14:11, Id: 306, Candle: 45, High: 87.676, Low: 87.674, Price: 87.674
2016-01-04T00:14:12, Id: 307, Candle: 45, High: 87.676, Low: 87.674, Price: 87.674
2016-01-04T00:14:13, Id: 308, Candle: 45, High: 87.676, Low: 87.674, Price: 87.674
maxLight confirmed , 2016-01-04T00:14:03 - 2016-01-04T00:14:15, Id: 97, Value: 87.677
minLight confirmed , 2016-01-04T00:14:03 - 2016-01-04T00:14:15, Id: 98, Value: 87.674
2016-01-04T00:14:15, Id: 309, Candle: 45, High: 87.676, Low: 87.674, Price: 87.674
maxLight confirmed , 2016-01-04T00:14:10 - 2016-01-04T00:14:24, Id: 99, Value: 87.676
Candle 46
2016-01-04T00:14:24, Id: 310, Candle: 46, High: 87.674, Low: 87.674, Price: 87.674
2016-01-04T00:14:25, Id: 311, Candle: 46, High: 87.674, Low: 87.674, Price: 87.674
min possible, 2016-01-04T00:14:25, Id: 100, Value: 87.673It shoud be an other candle between 15-20.
