3. Bug in timers?
For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Bug in timers?

  • C

    Using daily dataset and several SMA over short & long period, I get normal values when using the next() function to calculate values and execute trades, but if I place a timer and move the logic from next() into notify_timer(), for example:
    self.add_timer(
    when=dtm.time(9, 31),
    offset=dtm.timedelta(),
    repeat=dtm.timedelta(),
    weekdays=[],
    )

    The timer executes, but there are gaps of several days here and there in the SMA data with the exact same dataset.
    Why notify_timer() doesn't see the precalculated values of the SMA properly the same way next() sees them?

    Here is an example using Yahoo daily dataset of SPY:
    2020-05-20, DATA
    2020-05-21, DATA
    2020-05-22, DATA
    2020-05-26 NO DATA (timer doesn't execute?)
    2020-05-27, DATA
    2020-05-28 NO DATA (timer doesn't execute?)
    2020-05-29, DATA

    Where as if the logic is in next(), all days have data

    0
Log in to reply
 
});