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Merge pull request #418 from thakoreh/fix/granularity-order-missing-timeframes
fix: add missing timeframes to granularity_order dict
2 parents fc22e85 + 6fccc6e commit ef05db6

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Lines changed: 11 additions & 1 deletion

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investing_algorithm_framework/infrastructure/services/backtesting/vector_backtest_service.py

Lines changed: 11 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -513,15 +513,25 @@ def get_most_granular_ohlcv_data_source(data_sources):
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"""
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granularity_order = {
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TimeFrame.ONE_MINUTE: 1,
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TimeFrame.TWO_MINUTE: 2,
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TimeFrame.THREE_MINUTE: 3,
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TimeFrame.FOUR_MINUTE: 4,
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TimeFrame.FIVE_MINUTE: 5,
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TimeFrame.TEN_MINUTE: 10,
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TimeFrame.FIFTEEN_MINUTE: 15,
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TimeFrame.TWENTY_MINUTE: 20,
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TimeFrame.THIRTY_MINUTE: 30,
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TimeFrame.ONE_HOUR: 60,
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TimeFrame.TWO_HOUR: 120,
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TimeFrame.FOUR_HOUR: 240,
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TimeFrame.SIX_HOUR: 360,
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TimeFrame.EIGHT_HOUR: 480,
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TimeFrame.TWELVE_HOUR: 720,
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TimeFrame.ONE_DAY: 1440,
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TimeFrame.THREE_DAY: 4320,
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TimeFrame.ONE_WEEK: 10080,
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TimeFrame.ONE_MONTH: 43200
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TimeFrame.ONE_MONTH: 43200,
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TimeFrame.ONE_YEAR: 525600,
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}
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most_granular = None

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