This commit is contained in:
Oleg Sheynin
2025-07-25 20:39:59 +00:00
parent c2f701e3a2
commit 71822c64b0
3 changed files with 8 additions and 4 deletions
+2 -1
View File
@@ -48,6 +48,7 @@ def load_market_data(
instruments: List[Dict[str, str]],
db_table_name: str,
trading_hours: Dict = {},
extra_minutes: int = 0,
) -> pd.DataFrame:
insts = [
@@ -86,7 +87,7 @@ def load_market_data(
f"{date_str} {trading_hours['begin_session']}", trading_hours["timezone"]
)
end_time = convert_time_to_UTC(
f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=2 # to get execution price
f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=extra_minutes # to get execution price
)
# Perform boolean selection