question on replay

Li Mike

Hello, backtrader. I have a question on replay. pls see the following.

class SmaCross(bt.Strategy):

    def __init__(self):
        self.SMA0 = bt.ind.MovingAverageSimple(self.data0, period=5)
        self.SMA1 = bt.ind.MovingAverageSimple(self.data1, period=5)

    def next(self):
        pass

        if self.data0.datetime.datetime() == datetime.datetime(2010, 1, 1, 12,
                                                               19) or self.data0.datetime.datetime() == datetime.datetime(
                2010, 1, 1, 12, 18):
            print(self.data0.datetime.datetime(), 'd1_sma', self.SMA1[0], 'd1_sma[-1]', self.SMA1[-1])


##########################
# main
#########################


cerebro = bt.Cerebro()

data = bt.feeds.GenericCSVData(
    dataname='./candles00.csv',
    timeframe=bt.TimeFrame.Minutes,
)  # 1 minute bar

cerebro.adddata(data, name='1min')
cerebro.replaydata(data, timeframe=bt.TimeFrame.Minutes, compression=60, name='60m')  # 60 minute bar

cerebro.addstrategy(SmaCross)
cerebro.broker.setcash(10000)
results = cerebro.run()

and the following is the output.
I expect that sma[-1] for data1 at 12:19 should be equal to sma[0] at 12:18, but they are not. I wonder how to make them equal.
QQ图片20210327102135.png