clojure-quant / quanta

quantitative technical analysis in clojure
13 stars 4 forks source link

bar-db daily time bug. align-series #25

Closed awb99 closed 4 months ago

awb99 commented 9 months ago

problem:

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.