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how to get correct 15min value by using resample_apply with 1min data #1143
Description
Expected Behavior
Expected data should same as this high = pd.DataFrame({'high': self.data.High}, index=self.data.index).resample('15min').agg('max').dropna().values[:, 0][-500:]
Actual Behavior
but when i use self.High = resample_apply('15min', None, self.data.High)
and print( self.High[-1], high[-1]), the value of self.high is incorrect, but high[-1] is corrct.
Steps to Reproduce
python code goes hereAdditional info
- Backtesting version: 0.?.?
bokeh.__version__:- OS:
Activity
BL0987 commentedon Jun 8, 2024
I get better results by resampling the dataframe prior to using it in the backtest:
e.g
import pandas as pd
import yfinance as yf
df = yf.download('AAPL', period='5y', interval='1d') # rounding=True
df1 = df.resample('2d').agg({'Open': 'first',
'High': 'max',
'Low': 'min',
'Close': 'last',
'Volume': 'sum'})
Hope it helps
kernc commentedon Feb 18, 2025
You should have compared with
label="right":or at least that's what
resample_apply()does.