From fb5b2369e1382849acfdebaaaf7f93ca10388add Mon Sep 17 00:00:00 2001 From: David Brazda Date: Thu, 14 Nov 2024 12:55:47 +0100 Subject: [PATCH] fix --- setup.py | 2 +- ttools/aggregator_vectorized.py | 5 +---- 2 files changed, 2 insertions(+), 5 deletions(-) diff --git a/setup.py b/setup.py index 4ecff9f..542a585 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages setup( name='ttools', - version='0.7.2', + version='0.7.3', packages=find_packages(), install_requires=[ # list your dependencies here diff --git a/ttools/aggregator_vectorized.py b/ttools/aggregator_vectorized.py index 31373f7..dcec2cd 100644 --- a/ttools/aggregator_vectorized.py +++ b/ttools/aggregator_vectorized.py @@ -323,10 +323,7 @@ def generate_volume_bars_nb(ticks, volume_per_bar): sell_volume = 0 # Increment bar time if splitting a trade - if tick_volume > 0: # If there's remaining volume in the trade, set bar time slightly later - bar_time = tick_time + 1e-6 - else: - bar_time = tick_time # Otherwise, set bar time to the tick time + bar_time = bar_time + 1e-6 prev_price = price