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Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library
https://kismuz.github.io/btgym/
GNU Lesser General Public License v3.0
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Global Server Time Shifted +1h #107

Closed mobias17 closed 4 years ago

mobias17 commented 5 years ago

When reading from timestamp and onverting to time format a shift of one hour occurs

Running environment:
Files or part of package has been run:

--> btgym.dataserver.BTgymDataFeedServer

Expected behaviour:

The global time should be in line with the pandas df indexes

Actual behaviour:

reading from timestep is shifting time by one hour. e.g. when reading the example dataset (2016) the global clock is set to 2016-01-03 18:01:00 instead of 2016-01-03 17:01:00.

Steps to reproduce:

1) Take a standard example workbook e.g. setting_uo_environment_full.ipnb 2) set verbose = 2 3) check NOTICE output "Initial global_time set to:" 4) Check the dataset that have been read in and compare the timestamps

Note:

A global UTC shift might actually be nice feature, after the global clock is sync.

Great Env so far. Still dicovering.

Kismuz commented 4 years ago

Closed due to long inactivity period.