Hello everyone, I have been messing with the research environment, and I found some odd behavior that I don't think it's intended.

If I have a RollingWindow with daily resolution and convert if to a pandas DataFrame, the time values that were supposed to be “00:00:00” convert instead to “01:00:00”. When I have it on hourly resolution, the time goes from “13:00:00” to “13:01:00”

Does anyone have an idea why does this happen?

Here is some example code.

qb = QuantBook()
spy = qb.AddEquity('SPY')
history = qb.History(qb.Securities.Keys, 5, Resolution.Daily)

window = RollingWindow[TradeBar](5)
for idx, x in history.iterrows():
    bar = TradeBar(idx[1], idx[0], x.open, x.high, x.low, x.close, x.volume)
    window.Add(bar)
print(window[0].Time)

df = qb.PandasConverter.GetDataFrame[TradeBar](window)
print(df)