Merge pull request karlwancl#108 from enricodetoma/master

Fix for managing period transforms correctly where there are "holes" in original period data
kiranmaya · Mar 7, 2020 · 3bfcf19 · 3bfcf19
2 parents a84bb84 + 7390751
commit 3bfcf19
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/Trady.Core/CandleExtension.cs b/Trady.Core/CandleExtension.cs
@@ -53,7 +53,7 @@ public static IReadOnlyList<IOhlcv> Transform<TSourcePeriod, TTargetPeriod>(this
                 var indexTime = orderedCandles[i].DateTime;
                 if (indexTime >= periodEndTime)
                 {
-                    periodStartTime = periodEndTime;
+                    periodStartTime = indexTime;
                     periodEndTime = periodInstance.NextTimestamp(periodStartTime);
 
                     AddComputedCandleToOutput(outputCandles, tempCandles);