gavindiaz/edge_lab
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: evaluate bar extremes and mark to close in open prices mode, calibrate broker spreads

Browse Source
This commit is contained in:
Ethansi2947E
2026-10-24 12:16:03 +01:00
parent 136e122c23
commit 08f72b67ac
3 changed files with 73 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
core/include/interactive_tester.hpp
+4
View File
@@ -235,7 +235,9 @@ public:
book_->on_price_update(tick, current_bar_idx_);
strategy_->OnTick();
strategy_->OnBar();
book_->evaluate_bar_extremes(bars_[current_bar_idx_], sp, current_bar_idx_);
if (cfg_.enable_swaps) _apply_swaps();
book_->mark_to_bar_close(bars_[current_bar_idx_], sp, current_bar_idx_);
_record_bar_eob(sp);
current_bar_idx_++;
if (current_bar_idx_ >= n_bars_) is_done_ = true;
@@ -284,7 +286,9 @@ public:
book_->on_price_update(tick, current_bar_idx_);
strategy_->OnTick();
strategy_->OnBar();
book_->evaluate_bar_extremes(bars_[current_bar_idx_], sp, current_bar_idx_);
if (cfg_.enable_swaps) _apply_swaps();
book_->mark_to_bar_close(bars_[current_bar_idx_], sp, current_bar_idx_);
_record_bar_eob(sp);
current_bar_idx_++;
if (current_bar_idx_ >= n_bars_) is_done_ = true;