search

PoorRican / tradr

Modular automated trading system focused on marginal trades. Comes with batteries such as simulation.
2 stars 0 forks source link

Daily data seems to duplicate itself #103

Open PoorRican opened 1 year ago

PoorRican commented 1 year ago

While this might be from an artifact due to data wrangling, daily candle data seems to have been duplicated with invalid data at an invalid time. Source of data error is unknown, but a bug algorithm has not been excluded from cause.

An indication of this error has been Indicator.signal() hanging due to a Series being passed to isnan(). Exception mentions "Series cannot be cast as float".

In a notebook (ignored by VCS), daily data was manually dropped, then re-inserted and verified. Simulation then proceeded as planned.

PoorRican commented 1 year ago

Normalizing to midnight and doing atomic updates should prevent this.