Period timespan consolidation improvements (#6408)
frostbyte_neo
发布于
2022-06-20 18:14:44 +00:00
| 1871 次提交 在此版本后已推送到 master
- Period timespan consolidation improvements
- If user is trying to consolidate a period providing data of a bigger
period we will now throw an exception. Adding tests
- If both consolidated and given data share the same period, gently
adjust the consolidator into a data count of 1. Adding tests
- Fixing bug in QuoteBarConsolidator period double accounting. Adding unit tests
- Add Period and Count regression algorithm
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