(As mentioned before, my algo is mainly in Python (converted from Matlab..), so my questions are mainly focusing on Zorro/Python.
I tried the following simple code,
in .c, set Python vars with OHLC(and V) from the last bar, and the last bar time wdate(0) and call Python code.
This is on BarPeriod = 1 // 1-min bar
>>>
function run()
{
pySet("pO", priceOpen(0));
pySet("pH", priceHigh(0));
pySet("pL", priceLow(0));
pySet("pC", priceClose(0));
// pySet("pV", marketVol(0));
pySet("pV", 0); // FX no volume!
var wd = wdate(0);
pySet("pTf", wd);
pyX("rcode = Py2(pO,pH, pL,pC,pV, pTf)");
>>>
My question are:
1) Is the last closed bar timestamp best to use wdate(), or other better calls?
2) Some of the timestamps are not on minute edges, i.e.,
[276: Mon 19-03-25 09:58] (1.13190)
wdate = 190325 09:58:02, OHLC = [1.1319 1.1319 1.1319 1.1319]
This means, the bar closed at 9:58 is timestamped as 9:58:02 (2 sec extra?) --> I assume it's because the next tick *AFTER* 9:58 closes the 9:58 1-min bar?
If this is indeed the case I am concerned that, in after-market trading where trades might be sparse, say, between 9:57 and 9:58 there're ticks, but no ticks until 9:59:05, then the 9:58 1-min bar's 'closing time' is 9:59??
2) when the Python code gets big, it's extremely hard to debug with stand along Python (needs to write extra/complex Python drivers).
Is there a way to 'attach Python debugger(s) to the Zorro Python process for Python code debugging?
Thanks.
