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OHLC fix

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Tim
2024-03-19 13:55:19 -04:00
parent 96dc9888c4
commit 5fcc592f35
1 changed files with 2 additions and 2 deletions
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src/dexorder/ohlc.py
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@@ -152,7 +152,7 @@ def update_ohlc(prev: NativeOHLC, period: timedelta, time: datetime, price: Opti
returns an ordered list of OHLC's that have been created/modified by the new time/price returns an ordered list of OHLC's that have been created/modified by the new time/price
if price is None, then bars are advanced based on the time but no new price is added to the series. if price is None, then bars are advanced based on the time but no new price is added to the series.
""" """
log.debug(f'\tupdating {prev} with {minutely(time)} {price}') # log.debug(f'\tupdating {prev} with {minutely(time)} {price}')
cur = prev cur = prev
if time < cur.start: if time < cur.start:
# data corruption. just shut down # data corruption. just shut down
@@ -171,7 +171,7 @@ def update_ohlc(prev: NativeOHLC, period: timedelta, time: datetime, price: Opti
cur.update(price) cur.update(price)
result.append(cur) result.append(cur)
# log.debug(f'\tappended current bar: {cur.ohlc}') # log.debug(f'\tappended current bar: {cur.ohlc}')
log.debug(f'\tupdate result: {result}') # log.debug(f'\tupdate result: {result}')
return result return result
class OHLCKey (NamedTuple): class OHLCKey (NamedTuple):