Merge pull request #1683 from gianlup/fix_bt_partial_data

Fix backtest problem with partial data
This commit is contained in:
Misagh
2019-04-05 07:28:57 +02:00
committed by GitHub
4 changed files with 68 additions and 41 deletions

View File

@@ -33,7 +33,7 @@ class BTContainer(NamedTuple):
def _get_frame_time_from_offset(offset):
return ticker_start_time.shift(minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])
).datetime.replace(tzinfo=None)
).datetime
def _build_backtest_dataframe(ticker_with_signals):