less candles when using talib and candleSize < 0.5 * batchSize

[pangoyal]

I'm submitting a ...
[x] bug report
[ ] question about the decisions made in the repository

Action taken (what you did)
Talib indicator added and candle size < 0.5 * batchSize

Expected result (what you hoped would happen)
The total number of candles executed should be as per the time period and candle size. eg. 60 candles in 1 hour

Actual result (unexpected outcome)
Less than expected candles are executed. eg.

Strategy run duration = 24 hours, batchSize = 50, candleSize = 30. Expected candles = 48, Actual = 48
Strategy run duration = 24 hours, batchSize = 50, candleSize = 20. Expected candles = 72, Actual = 59
Strategy run duration = 24 hours, batchSize = 50, candleSize = 10. Expected candles = 144, Actual = 59
Strategy run duration = 24 hours, batchSize = 40, candleSize = 10. Expected candles = 144, Actual = 75
Strategy run duration = 24 hours, batchSize = 20, candleSize = 10. Expected candles = 144, Actual = 144

Other information (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc)
Gekko v0.6.6
macOS 10.13.6 (17G65)

[askmike]

Can you provide a reproducable test case? eg your strategy and logging code

[elvisrene]

Managu

…

On Wed, Sep 12, 2018, 11:05 AM Pankaj Goyal ***@***.***> wrote: *I'm submitting a ...* [x] bug report [ ] question about the decisions made in the repository *Action taken* (what you did) Talib indicator added and candle size < 0.5 * batchSize *Expected result* (what you hoped would happen) The total number of candles executed should be as per the time period and candle size. eg. 60 candles in 1 hour *Actual result* (unexpected outcome) Less than expected candles are executed. eg. Strategy run duration = 24 hours, batchSize = 50, candleSize = 30. Expected candles = 48, Actual = 48 Strategy run duration = 24 hours, batchSize = 50, candleSize = 20. Expected candles = 72, Actual = 59 Strategy run duration = 24 hours, batchSize = 50, candleSize = 10. Expected candles = 144, Actual = 59 Strategy run duration = 24 hours, batchSize = 40, candleSize = 10. Expected candles = 144, Actual = 75 Strategy run duration = 24 hours, batchSize = 20, candleSize = 10. Expected candles = 144, Actual = 144 *Other information* (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc) — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#2522>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AilBefVGAZ4KAsximx-sX3rm6srUU_G_ks5uaT7wgaJpZM4Wlzij> .

[pangoyal]

Strategy

var strat = {};

strat.init = function () {
  this.addTalibIndicator('mom', 'mom', { optInTimePeriod: 10 });
  this.count = 0;
}
strat.check = function (candle) {
    console.log(this.count++);
}

module.exports = strat;

config:

config.tradingAdvisor = {
  enabled: true,
  method: 'test',
  candleSize: 15,
  historySize: 150
}
config.backtest = {
  //daterange: 'scan',
  daterange: {
   from: "2018-05-14 00:00:00",
   to: "2018-05-14 01:00:00"
  },
  batchSize: 50
}

Output:
0
1
2
3

[askmike]

Thanks for the report! I was able to reproduce and pushed a fix, could you download the develop branch and let me know if that solves it? If it doesn't please comment here.

[pangoyal]

It works now. Thanks Mike.