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@@ -48,6 +48,7 @@ def load_market_data(
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instruments: List[Dict[str, str]],
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db_table_name: str,
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trading_hours: Dict = {},
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extra_minutes: int = 0,
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) -> pd.DataFrame:
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insts = [
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@@ -86,7 +87,7 @@ def load_market_data(
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f"{date_str} {trading_hours['begin_session']}", trading_hours["timezone"]
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)
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end_time = convert_time_to_UTC(
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f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=2 # to get execution price
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f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=extra_minutes # to get execution price
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)
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# Perform boolean selection
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