In zipline data.history() call's return value include today's value.
We currently return historical data from the bundle, which does not contain value for today.
Forward filling data using broker will cause execution delays for the first timestamp of the day:
as the first trade might not happen immediately at the beginning of the day.
tibkiss
commented
6 years ago
In zipline data.history() call's return value include today's value. We currently return historical data from the bundle, which does not contain value for today.
Forward filling data using broker will cause execution delays for the first timestamp of the day: as the first trade might not happen immediately at the beginning of the day.