Compute higher TF for futures data

currently, we compute higher timeframes only for data with type "Time represents start of bar time".

Implement it also for data type "Time represents end of bar time".

I'm attaching some futures data in 1 min, with 15 and 60 min higher TFs computed for comparison.

Attachments

Data.zip

(1.84 MiB)

Votes +1
Project StrategyQuant X
Type Feature
Status Fixed
Priority Normal

History

Mark Fric

08.11.2018 10:09

Task created

rickliao

08.11.2018 17:27

Voted for this task.

Tomas Brynda

03.12.2018 08:26

Status changed from New to Fixed

Tomas Brynda

04.12.2018 07:21

Status changed from In progress to Fixed

Všechny testy už prochází. Testovací třída je v /Tests/src/com/strategyquant/datalib/data/TradestationHigherTFTest.java

Můžeme případně ještě přidat nějaká testovací data, abychom měli jistotu

Votes: +1