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miro-ka / mosquito

Trading Bot with focus on Evolutionary Algorithms and Machine Learning
GNU General Public License v3.0
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backtest: prefetch and sim_start is not synced #29

Closed miro-ka closed 7 years ago

miro-ka commented 7 years ago

While pre-fetching we fetch for example last 30 minutes of data, the backtest simulation starts for ex. 4 hours prior to that. This causes non-synced/invalid look_back data.

miro-ka commented 7 years ago

The prefetch feature should be used only for 'Paper' and 'Live' trading. For backtest the prefetch, could be used only to automatically get latest data, but before we fix #31, this logic just takes too long time.

Adding more description 73c1446 and closing,..