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.
2026-07-06 05:14:38 +08:00 · 2013-04-09 21:09:07 -04:00
parent d61c6c0af5
commit 5a7039ab93
1 changed files with 1 additions and 0 deletions
@@ -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