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Published 20 hours ago • verified publisher icon ChillarAnand

Rounding of stock prices

Open mayankrasu opened this issue 5 years ago • 2 comments

The returned bricks have rounded stock prices. Can the rounding be turned off/made optional by any chance? For a stock with lower notional stock price, this rounding can have significant impact on the P&L.

By the way...great job so far.

mayankrasu avatar Oct 08 '18 16:10 mayankrasu

Did you try with a brick_size of 0.5 or smaller?

ChillarAnand avatar Oct 09 '18 04:10 ChillarAnand

yes I did. Refer below snapshot for example. Brick size is 0.25. The open, high, low and close prices have been rounded before adding the delta.

  date    open    high     low   close  uptrend

0 2018-10-08 03:55:00 216.75 217.00 216.75 217.00 True 1 2018-10-08 04:05:00 217.00 217.25 217.00 217.25 True 2 2018-10-08 04:15:00 217.00 217.00 216.75 216.75 False 3 2018-10-08 04:40:00 216.75 216.75 216.50 216.50 False 4 2018-10-08 04:40:00 216.50 216.50 216.25 216.25 False

mayankrasu avatar Oct 09 '18 16:10 mayankrasu