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While trying to concatenate two pandas dataframes, I discovered the price data is shifted by a day when the Resolution is set to Daily. All price data are listed on dates corresponding to Tuesday through Saturday, while indicator data are listed on dates corresponding to Monday through Friday. I have not tested other Resolutions to see if a similar 1-bar shift occurs.
Is there a way to avoid the shift so that the price and indicator data are properly aligned relative to the datetime stamps?
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Jack Simonson
Hi Debashis,
I looked at the notebook that you attached, and we've opened an issue in GitHub which you can find here. You can follow this issue to check for updates and, hopefully, our engineers will have a solution soon.
Debashis Pramanik
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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