Hmm..There seem to be a problem with series shifting with BR_ASSET altogether (in v 2.47.0 and 2.47.4):
function run() {
set(LOGFILE);
NumYears=1;
BarPeriod=15;
BarZone=ET;
Verbose=3;
StartWeek=71800;
EndWeek=51701;
BarMode = BR_WEEKEND+BR_ASSET;
asset("SPY");
vars prcI= series(priceC(0));
printf("# cls1=%.5f,Mark1Start=%i,mark1end=%i, market=%i, susp=%i",prcI[0],AssetMarketStart,AssetMarketEnd,market(ET,0),suspended());
}
produces:
[87: Tue 22-01-04 20:30] 477.88/478.32\477.71/478.25 -0.03 cls1=478.25000,Mark1Start=730,mark1end=1601, market=1, susp=0
[88: Tue 22-01-04 20:45] 478.26/478.48\477.91/478.38 -0.03 cls1=478.38000,Mark1Start=730,mark1end=1601, market=1, susp=0
[89: Tue 22-01-04 21:00c] 478.38/478.96\477.44/477.51 -0.03 cls1=477.51001,Mark1Start=730,mark1end=1601, market=0, susp=8
[90: Tue 22-01-04 21:15c] 477.51/477.65\477.25/477.34 -0.03 cls1=477.34000,Mark1Start=730,mark1end=1601, market=0, susp=8
[91: Tue 22-01-04 21:30c] 477.35/477.58\477.25/477.41 -0.03 cls1=477.41000,Mark1Start=730,mark1end=1601, market=0, susp=8
[92: Tue 22-01-04 21:45c] 477.42/477.48\477.28/477.48 -0.03 cls1=477.48001,Mark1Start=730,mark1end=1601, market=0, susp=8
[93: Tue 22-01-04 22:00c] 477.48/477.48\477.35/477.42 -0.03 cls1=477.42001,Mark1Start=730,mark1end=1601, market=0, susp=8
Update: it works for FX and IND, but not for SPY