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Fix 'H' timeframe support #277

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Mar 16, 2018
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vonpupp
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@vonpupp vonpupp commented Mar 16, 2018

Fix to support "H" timeframes.

The issue is explained in #114.

@fredfortier
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fredfortier commented Mar 16, 2018

Thanks! We're organizing this in a separate branch along with #266 which is why we did not include in this version but this is super helpful.

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@lenak25 this looks good to me so I will be merging into develop and test. Please take a look as well on Sunday.

@fredfortier fredfortier merged commit 685ce25 into scrtlabs:develop Mar 16, 2018
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lenak25 commented Mar 19, 2018

Thanks @vonpupp for your PR!
This indeed seems to fix the live case.
We will need to apply some adjustments to address this issue in backtest as well.
Thanks again!

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vonpupp commented Mar 19, 2018

Thank you @lenak25.

Yes, I am aware of such things, however I handle them internally on an intermediate layer I made for my algos on top of Catalyst. Unfortunately this layer doesn't fit within Catalyst itself, otherwise I would PR it also.

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3 participants