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History function when called with Daily resolution, return dates which are +1. For example, the date is 4/5/23 but the closing price is as of 4/4/23. That is because OnData function is called at the first minute of the day when the resolution is Daily. However, that is a major inconvenience.
However, when the Resolution is Minute, then the returned data has the right date and time values. What to do with this shifted dates?
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Yuri Lopukhov
History calls return data indexed by the bar end, for daily resolution this means that bars will have index by the next day, for minute bars it will be shifted by 1 minute as well. I'm not sure what was the reasoning behind this, but I doubt they would change it, since this will cause major backwards incompatibility.
If you get history as dataframe, you can shift index like this:
Barry Plasmid
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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