Resample_to_interval dataframe

[Mixcoatl5]

Hey guys,
I have checked modification in code for resample_to_interval. I modified my code according to commits here: freqtrade/freqtrade-strategies#63 and here: #59.

When I backtested strategy and print out my resample_indicators (plus_di, minus_di and roc in my case) and then compare printed message with binance chart I get results shifted by one candle.
Let me explain in more details on print screens.
Btw I am resampling 1h to 1d candles by using dataframe_long = resample_to_interval(dataframe, 1440) – I hope I got this right.

Here is a printed table from backtesting:

And here is print screened chart of the same coin on 1d timeframe from binance:

As you can see printed indicators tells me that there was res_plus_di, res_minus_di and res_roc at 17.7, 25.9 and -3% in 1/10/2020, respectively. When you check the chart you can see these values at the candle from 1/09/2020. So shifted by one into the past.
I do not know if this is a purpose, mistake or I did code something wrong.

Please could you advise how to shift these values to their proper candle?

[xmatthias]

I'll move this to the technical repository as the problem is there, not with freqtrade itself.

I'll have a look at this later tonight - i have a suspicion about where the problem may lie (it's been there before #59, though).

[xmatthias]

You're right, this was a heavy bug, causing a .shift(-1) - but in a slightly hidden way.

It's now solved in #61