progress

lib/tools/data_loader.py

@@ -28,13 +28,14 @@ def load_sqlite_to_dataframe(db_path:str, query:str) -> pd.DataFrame:
             conn.close()
 
 
-def convert_time_to_UTC(value: str, timezone: str) -> str:
+def convert_time_to_UTC(value: str, timezone: str, extra_minutes: int = 0) -> str:
 
     from zoneinfo import ZoneInfo
-    from datetime import datetime
+    from datetime import datetime, timedelta
 
     # Parse it to naive datetime object
     local_dt = datetime.strptime(value, "%Y-%m-%d %H:%M:%S")
+    local_dt = local_dt + timedelta(minutes=extra_minutes)
 
     zinfo = ZoneInfo(timezone)
     result: datetime = local_dt.replace(tzinfo=zinfo).astimezone(ZoneInfo("UTC"))
@@ -85,7 +86,7 @@ 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"]
+            f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=2 # to get execution price
         )
 
         # Perform boolean selection