clojure-quant / quanta-market

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barimport-kibot daily #8

Open awb99 opened 1 month ago

awb99 commented 1 month ago

daily import needs to have time the close time of the exchange, otherwise bar-align to calendar-seq will fail.

awb99 commented 1 month ago

problem:

bar-db with bar-import for kibot for daily data should save to duckdb with time=exchange close time. then alignement with calendar should be easier. in this notebook we load data that is aligned to a calendar. aligning data to a calendar is essential for multi-asset strategies.

notebook.playground.bardb.aligned this works with a single asset.

however this works only because in ta.env.core we have hack-time.

make it work withuot hack-time.