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is_same_period correctness

Open powellnorma opened this issue 10 months ago • 0 comments

# 5min candles
c1 = OHLCV(time=datetime.fromisoformat('2024-01-02T15:45:00+00:00'), open=1, high=2, low=3, close=4)
c2 = OHLCV(time=datetime.fromisoformat('2024-01-02T15:50:00+00:00'), open=1, high=2, low=3, close=4)

s = Sampler(SamplingPeriodType.MIN_15)
print(s.is_same_period(c1, c2))

I think usually the time of a candle represents the end timestamp of the period (that the candle represents). In that case c1 would represent 40-45, and c2 45-50. So c1 would belong to the 15min period 30-45, and c2 to 45-60. Yet, currently is_same_period returns True

powellnorma avatar Feb 19 '25 10:02 powellnorma