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Re: Bug in first bar of week construction
[Re: jcl]
#471643
03/12/18 14:11
03/12/18 14:11
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Posts: 783
Zheka
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It is probably a rounding error It starts and ends 1 min earlier than it should.
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Re: Bug in first bar of week construction
[Re: jcl]
#471760
03/19/18 11:58
03/19/18 11:58
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Posts: 783
Zheka
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What is meant by "rounding"? These are historical M1 data with exact timestamps, already rounded to a whole minute. Anyway, it has to be verified and confirmed that the first bar of the week starts on time and is of duration specified by BarPeriod/BarOffset. O-H-L-C, all the same, is normal and not a bug. Sure. I did not imply it is. The bug is that a bar is not constructed/is skipped, despite data exist in a database. Please have a look at the screenshot.
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Re: Bug in first bar of week construction
[Re: jcl]
#472018
04/02/18 12:27
04/02/18 12:27
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Zheka
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Yes, I embarked on exporting data from IB/ importing into Zorro myself and did stumble on this very issue: all bars got shifted until I added 100ms to the timestamps... But this has probably more to do with the exactness of float/double representation, isnt' it? It probably makes sense to have different rounding algorithms for historical data and live data. If you think you got a wrong bar, please post that script here or send it to support How can a script possibly influence bar formation by Zorro? I would rather retest after the basic rounding fix is implemented and then report again.
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