fix: trigger aligned timerule when diff is equal to period #17
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MathisWellmann
requested changes
Apr 9, 2024
Comment on lines
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| Trade { | ||
| timestamp: 1712656815000, | ||
| price: 101.0, | ||
| size: -10.0, | ||
| }, | ||
| Trade { | ||
| timestamp: 1712656860000, | ||
| price: 101.0, | ||
| size: -10.0, | ||
| }, |
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Suggested change
| Trade { | |
| timestamp: 1712656815000, | |
| price: 101.0, | |
| size: -10.0, | |
| }, | |
| Trade { | |
| timestamp: 1712656860000, | |
| price: 101.0, | |
| size: -10.0, | |
| }, | |
| Trade { | |
| timestamp: 1712656815000, | |
| price: 100.5, | |
| size: 10.0, | |
| }, | |
| Trade { | |
| timestamp: 1712656860000, | |
| price: 101.0, | |
| size: -10.0, | |
| }, |
Would be good for both prices to be unique.
Comment on lines
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to
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| assert_eq!(candles[0].open(), 100.00); | ||
| assert_eq!(candles[1].open(), 101.00); |
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Suggested change
| assert_eq!(candles[0].open(), 100.00); | |
| assert_eq!(candles[1].open(), 101.00); | |
| assert_eq!(candles[0].open(), 100.0); | |
| assert_eq!(candles[0].close(), 100.5); | |
| assert_eq!(candles[1].open(), 101.0); | |
| assert_eq!(candles[1].close(), 101.0); |
An assertion for the close price would be good as well.
I think those values are correct, but unfortunate that both open and close prices are 101, so maybe it makes sense to add another trade to be included in the second candle
ivaaaan
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ivaaaan
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@MathisWellmann updated this one as well |
MathisWellmann
approved these changes
Apr 10, 2024
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Aligned time rule is not triggered on timestamps like
15:00:00with one minute rule