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fix: preserve aggregation intervals across hours and UTC dates - #125
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Bumps [urllib3](https://github.com/urllib3/urllib3) from 2.7.0 to 2.8.0. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst) - [Commits](urllib3/urllib3@2.7.0...2.8.0) --- updated-dependencies: - dependency-name: urllib3 dependency-version: 2.8.0 dependency-type: indirect ... Signed-off-by: dependabot[bot] <support@github.com>
Bar starts were truncated with minute-of-hour arithmetic. A size that does not divide 60, including 90-minute bars, restarted every hour and split one window into two. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
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Superseded by the combined maintainer-directed maintenance PR #121 to avoid qualifying and merging this queue separately. This PR head and its regression/documentation evidence are preserved in #121 and in a verified recovery archive. The accepted issue remains open until the combined fix lands; this closure does not claim the fix is merged. Follow-up work continues in #121. |
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BarAggregator must retain the configured interval across hour and date boundaries. Align starts to fixed UTC intervals from the Unix epoch. The previous hour-based truncation split 90-minute OHLCV; a midnight-based repair still emitted overlapping 100-minute intervals when trades crossed a UTC date.
Closes #120. Resolves the aggregation part of #111. Retains the original 90-minute regression from #112 by quantum-like/Cursor Agent and completes the interval fix.
Public regression commands:
uv run pytest -q tests/unit/test_bar_aggregator.py -k 'bar_windows or boundary_and_shutdown'uv run pytest -q tests/unit/test_bar_aggregator.pyEvidence:
No release or credentialed provider qualification is included.
AI assistance: Cursor prepared the original contribution; Codex reproduced both boundary failures, completed the interval algorithm, documented its origin and ran verification.