alpacahq / alpacahq/pylivetrader
data.history() pulls incorrect minute time frame data if data lookback extends past current day's open.
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Descrizione
For example, when pulling 745 minutes of previous data and the current date is 2022-09-09 at 11:10am, the latest price claims to be at 2022-09-08 12:42:00. The believe the latest minute price should be at 2022-09-09 at 11:09am. Here is the example from running the function in a shell and getting incorrect output.
```
In [31]: datetime.now()
Out[31]: datetime.datetime(2022, 9, 9, 11, 10, 20, 428901)
In [32]: data.history(symbol("HYRE"), 'price', 745, '1m')[-45:-1]
Out[32]:
2022-09-08 11:59:00-04:00 1.2900
2022-09-08 12:00:00-04:00 1.3000
2022-09-08 12:01:00-04:00 1.3000
2022-09-08 12:02:00-04:00 1.3000
2022-09-08 12:03:00-04:00 1.2960
2022-09-08 12:04:00-04:00 1.2950
2022-09-08 12:05:00-04:00 1.2950
2022-09-08 12:06:00-04:00 1.2952
2022-09-08 12:07:00-04:00 1.2902
2022-09-08 12:08:00-04:00 1.3000
2022-09-08 12:09:00-04:00 1.2950
2022-09-08 12:10:00-04:00 1.2950
2022-09-08 12:11:00-04:00 1.2906
2022-09-08 12:12:00-04:00 1.2900
2022-09-08 12:13:00-04:00 1.2900
2022-09-08 12:14:00-04:00 1.2950
2022-09-08 12:15:00-04:00 1.2950
2022-09-08 12:16:00-04:00 1.3000
2022-09-08 12:17:00-04:00 1.2969
2022-09-08 12:18:00-04:00 1.2999
2022-09-08 12:19:00-04:00 1.3000
2022-09-08 12:20:00-04:00 1.3000
2022-09-08 12:21:00-04:00 1.2850
2022-09-08 12:22:00-04:00 1.2844
2022-09-08 12:23:00-04:00 1.2802
2022-09-08 12:24:00-04:00 1.2850
2022-09-08 12:25:00-04:00 1.2900
2022-09-08 12:26:00-04:00 1.2850
2022-09-08 12:27:00-04:00 1.3000
2022-09-08 12:28:00-04:00 1.2994
2022-09-08 12:29:00-04:00 1.3000
2022-09-08 12:30:00-04:00 1.3000
2022-09-08 12:31:00-04:00 1.2999
2022-09-08 12:32:00-04:00 1.3000
2022-09-08 12:33:00-04:00 1.3100
2022-09-08 12:34:00-04:00 1.3150
2022-09-08 12:35:00-04:00 1.3150
2022-09-08 12:36:00-04:00 1.3100
2022-09-08 12:37:00-04:00 1.3007
2022-09-08 12:38:00-04:00 1.3050
2022-09-08 12:39:00-04:00 1.3005
2022-09-08 12:40:00-04:00 1.3100
2022-09-08 12:41:00-04:00 1.3058
2022-09-08 12:42:00-04:00 1.3000
Name: Equity(514b879a-7d3b-41ac-a5e5-c7f468175be2 [HYRE]), dtype: float64
```
Any help is appreciated, thanks.
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