dwker/ttools
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fix

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This commit is contained in:
David Brazda
2024-11-14 12:55:47 +01:00
parent b23a772836
commit fb5b2369e1
2 changed files with 2 additions and 5 deletions
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2
setup.py
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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
setup( setup(
name='ttools', name='ttools',
version='0.7.2', version='0.7.3',
packages=find_packages(), packages=find_packages(),
install_requires=[ install_requires=[
# list your dependencies here # list your dependencies here

5
ttools/aggregator_vectorized.py
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@ -323,10 +323,7 @@ def generate_volume_bars_nb(ticks, volume_per_bar):
sell_volume = 0 sell_volume = 0
# Increment bar time if splitting a trade # 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 = bar_time + 1e-6
bar_time = tick_time + 1e-6
else:
bar_time = tick_time # Otherwise, set bar time to the tick time
prev_price = price prev_price = price