mirror of
https://github.com/wassname/catalyst.git
synced 2026-10-29 13:00:42 +08:00
BUG: Move minutely performance period end time forward in time.
The end time of the performance period during minutely emission should move forward with the events' dt, not be static.
This commit is contained in:
1 parent
d61c6c0af5
commit
5a7039ab93
1 file changed
+1
@@ -266,6 +266,7 @@ class PerformanceTracker(object):
|
||||
messages.append(self.handle_market_close())
|
||||
elif self.emission_rate == 'minute':
|
||||
if event.dt > self.saved_dt:
|
||||
self.todays_performance.period_close = self.saved_dt
|
||||
messages.append(self.to_dict())
|
||||
self.saved_dt = event.dt
|
||||
|
||||
|
||||
Reference in new issue
Block a user