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Order of the price data is incorrect in get_historical_bar_data #66

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richy1996 opened this issue Jan 11, 2024 · 2 comments
Open

Order of the price data is incorrect in get_historical_bar_data #66

richy1996 opened this issue Jan 11, 2024 · 2 comments

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@richy1996
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Seems the order of the prices in get_historical_bar_data is incorrect. should be date, time, HLOC, ... but the results are coming back as .. OHLC.. or something else. either way the high is not the first price that is displaying.

To recreate i'm simply running python example.py -b

@richy1996
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seems the order of these lines in conn.py is the issue
data[line_num]["high_p"] = np.float64(dl[3]) # 2 old
data[line_num]["low_p"] = np.float64(dl[4]) # 3 old
data[line_num]["open_p"] = np.float64(dl[2]) # 4 old
data[line_num]["close_p"] = np.float64(dl[5])
data[line_num]["tot_vlm"] = np.int64(dl[6])
data[line_num]["prd_vlm"] = np.int64(dl[7])
data[line_num]["num_trds"] = np.int64(dl[8])

on lines 2279-2285

@akapur
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akapur commented Jan 15, 2024 via email

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