the timestamps and timezone seem to be an issue...anyone have a good explanation to sort them out?
I'm sure lining up all your times is rote work for developers...
so far I can tell that 05:30:00+00:00 is 9:30 am US market open. SO my back test start time for reg hours is 05:30:00. If I use timezone="US/Eastern" in an algo back test and set --start 09:30:00 I do not get the expected results. Also the db time stamps don't match up with anything else.
the timestamps and timezone seem to be an issue...anyone have a good explanation to sort them out? I'm sure lining up all your times is rote work for developers... so far I can tell that 05:30:00+00:00 is 9:30 am US market open. SO my back test start time for reg hours is 05:30:00. If I use timezone="US/Eastern" in an algo back test and set --start 09:30:00 I do not get the expected results. Also the db time stamps don't match up with anything else.