Had a few questions/issues after working through interactive development tutorials:
DB_TIMES, it appears we have to specify every individual moment in time (as opposed to a window). But if your database has 1 minute candles, you may want 1 minute resolution but only within say a 4 hour window in the day (or only for which data is valid/exists). Is there a way to achieve that? I tried using the
CALENDARfeature for this, but still got after market data. I’d like to just get 1 minute data between 10am - 2pm for example. My issue is that I’m getting a bunch of
Nandata during the off-market times, which makes my signal generation more complicated and prone to errors.
When developing interactively, I specify a
get_historical_prices(), but it seems it is ignored. I still get data as far back as the database has data. I used this:
prices = self.get_historical_prices(start_date='2019-05-25', end_date='2019-06-03')
This resulted in printing out prices as far back as 2018-04-01.
To optimize data retrieving for intraday trading, is there a way to have only a certain amount of data passed to
prices_to_signals(for example, only the most recent 10 days?), or is that managed by just limiting data in the database itself specified by
DB? My idea is to keep the data passed to
prices_to_signalslarger for backtesting, but make it as small as feasible for live trading.