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  • 10259 54fce3f666
    比较

    FillForward enumerator does not loop infinitely if fillforward resolution is different from data resolution (#5118)

    frostbyte_neo 发布于 2021-01-06 23:18:08 +00:00 | 2625 次提交 在此版本后已推送到 master

    • change filename template. add fillforward resolution suffix

    • replicate GH issue 5116 on master

    it's easy to reproduce on FXCM market by using data resolution different from fillforward resolution.
    in this cases daily vs hour/minute were added

    • change priorities of Time & EndTime values.

    it's necessary to calculate EndTime properly, and then we can align Time to it.
    potential end time should be also calculated using ptoper TZ. Because of we store open hours without TZ movement TZ in market-hours it's necessary to reapply TZ

    fix tests

    • Miss 2AM bar on Sunday of DST; FF 2AM bar on Sunday ST

    • use UTC TimeZone as baseline during comparison

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