I think we came across a bug in backtrader/analyzer.py

[Søren Houen]

I think we came across a bug with the analyzers when running on lower-than-daily timeframes. It seems that the extradays added in backtrader/analyzer.py on commit c31545d currently have no effect.

The symptom of this is that when using the TimeReturn analyzer with hourly candles, any self.dtkey at time 23:59 will be missing from self.rets[self.dtkey].

However, I started using backtrader only a month ago and would very much like to get feedback on this from someone more experienced with the framework.

Here is the PR in question: https://github.com/backtrader/backtrader/pull/388/files

[backtrader]

Will look into it.

[Søren Houen]

Thanks! :)