feat(alpacabkfeeder): extended_hours config #613
Merged
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
WHAT
extended_hours
config in the AlpacaBrokerAPIFeeder plugin.extended_hours: false
, TICK data during the off-hours (= time < openTime and time > closeTime) are dropped and not stored in DB, even whenoff_hours_schedule
is set.contrib/alpacabkfeeder/README.md
for the details.