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barimport-kibot daily #8

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awb99 opened this issue Oct 13, 2024 · 1 comment
Open

barimport-kibot daily #8

awb99 opened this issue Oct 13, 2024 · 1 comment

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@awb99
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awb99 commented Oct 13, 2024

daily import needs to have time the close time of the exchange,
otherwise bar-align to calendar-seq will fail.

@awb99
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awb99 commented Oct 13, 2024

problem:

bar-db with bar-import for kibot for daily data should save to duckdb with time=exchange close time.
then alignement with calendar should be easier.
in this notebook we load data that is aligned to a calendar. aligning data to a calendar is essential for
multi-asset strategies.

notebook.playground.bardb.aligned
this works with a single asset.

however this works only because in ta.env.core we have hack-time.

make it work withuot hack-time.

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