Larger time frame candles forms early

ganeshkumar.sr

Hi,
I am trying to plot 125 min pivot points on a 5 mins chart, everything works fine except the first candle of a larger timeframe. The first candle of 125 mins forms just after four 5 mins candles, there is no issue for consecutive 125 mins candles. please assist us to resolve this.

cerebro = bt.Cerebro(runonce=False)  # create a "Cerebro" engine instance

# Create a data feed
# data = bt.feeds.PandasData(dataname=data,fromdate=datetime(2017,1,1),todate=datetime(2017,3,1))
data = bt.feeds.PandasData(dataname=data,fromdate=start_date,todate=end_date,timeframe=bt.TimeFrame.Minutes,compression=5)
cerebro.adddata(data)  # Add the data feed
cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=125)

cerebro.addstrategy(SmaCross)  # Add the trading strategy

Chart

ganeshkumar.sr

As I analyzed further, I have an issue with every day's first candle in 125 mins chart. Please refer to the below screenshot, two 125 mins(4th and 5th candles) have formed in the second day's first 30 mins interval.

Strategy code

class SmaCross(bt.Strategy):
    # list of parameters which are configurable for the strategy
    params = dict(
        pfast=10,  # period for the fast moving average
        pslow=30   # period for the slow moving average
    )

    def __init__(self):
        self.pp = bt.ind.PivotPoint(self.data1)
        sma1 = bt.ind.SMA(period=self.p.pfast)  # fast moving average
        sma2 = bt.ind.SMA(period=self.p.pslow)  # slow moving average
        # To set the stop price
        self.atr = bt.indicators.ATR(self.data0, period=20)
        self.crossover = self.data0.close > self.pp.r1() # crossover signal

    def next(self):
        if not self.position:  # not in the market
            if self.crossover > 0:  # if fast crosses slow to the upside
                self.order = self.buy()
                pdist = self.atr[0] * 1.0
                self.pstop = self.data.close[0] - pdist
                self.log('high- %.2f low - %.2f close - %.2f' %
                         (self.data1.high[0],self.data1.low[0],self.data1.close[0]))
        else:  # in the market
            pclose = self.data.close[0]
            pstop = self.pstop

            if pclose < pstop:
                self.close()  # stop met - get out
            else:
                pdist = self.atr[0] * 1.0
                # Update only if greater than
                self.pstop = max(pstop, pclose - pdist)