backtesting.py
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how to get correct 15min value by using resample_apply with 1min data
Expected Behavior
Expected data should same as this high = pd.DataFrame({'high': self.data.High}, index=self.data.index).resample('15min').agg('max').dropna().values[:, 0][-500:]
Actual Behavior
but when i use self.High = resample_apply('15min', None, self.data.High) and print( self.High[-1], high[-1]), the value of self.high is incorrect, but high[-1] is corrct.
Steps to Reproduce
python code goes here
Additional info
- Backtesting version: 0.?.?
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bokeh.__version__
: - OS: