For the 3rd time:

- History Editor shows all 1-min prices with CORRECT timestamps (as they are received from IB and are displayed in MC AND IN EXCEL in a csv file)

- the last/previous bars on Fri/earlier are built by Zorro correctly

- from the first bar on Sun 1-min bars are aggregated into 5-min bars incorrectly. -> the bar ending Sun 21:21 has a close corresponding to 21:20 in a t6 file.


All this is clear from the screenshot I attached earlier. -> which has both the log and t6 file opened in History editor.

If the picture is not enough I can send the t6 file and the script to support.

If you don't want to share it here, you can of course also send it to support. I've already written how you can check the timestamps, and what files we'll need if you find a wrong one. Thank you!

Just sent the t6 file,the script and the screenshot to support for replication.

What's the way to ensure that <0.5ms difference does not lead to a price being incorrectly treated by Zorro as ending 1 min later/earlier?

Can a simple algo be implemented FOR RESOLUTIONS of 1MIN+ that if the difference is <1 sec, then the timestamp is corrected up/down to the closest round minute?

No, because HFT tests can have 1 ms resolution. But if the difference is less than 0.5 ms, then it is rounded to the next minute or hour.

I understand HFT tests require TICKS and of course need almost no rounding.

But how about regular bar-based testing at resolutions above 1 min (which - i guess - is the main use case)?

No. Maybe your problem is simply a misconception of bars and ticks? What you see in the log are the bars. What you see in a history file are the ticks. Bars start and end at time boundaries, like any full minute. Ticks do not. They are unrelated to time boundaries. They get their timestamps from the price source or out of the history file. Your script can set up the time of bars, but not of ticks. Any bar contains exactly the ticks whose timestamps fall into the bar period. Maybe that has confused you.

In the manual you can find a more detailed intro to bars and ticks and their role in a trading system.

Another bug reported: The TradeOptions script had a missing semicolon on line 21. This has been fixed.

The remarks section of the Markowitz manual page is a bit jumbled, formatting error?
https://zorro-project.com/manual/en/markowitz.htm

Indeed. This will be fixed.