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Fix bug from earlier fix

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This commit is contained in:
Luke I. Wilson
2023-05-16 08:26:41 -05:00
parent cf119ea682
commit fae70079dd
2 changed files with 10 additions and 6 deletions
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12
backtesting.go
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@@ -67,8 +67,15 @@ func (b *TestBroker) Advance() {
}
func (b *TestBroker) Candles(symbol string, frequency string, count int) (*DataFrame, error) {
start := Max(Max(b.candleCount, 1)-count, 0)
end := b.candleCount - 1
if b.Data != nil && b.candleCount >= b.Data.Len() { // We have data and we are at the end of it.
return b.Data.Copy(0, -1).(*DataFrame), ErrEOF
if count >= b.Data.Len() { // We are asking for more data than we have.
return b.Data.Copy(0, -1).(*DataFrame), ErrEOF
} else {
return b.Data.Copy(start, -1).(*DataFrame), ErrEOF
}
} else if b.DataBroker != nil && b.Data == nil { // We have a data broker but no data.
// Fetch a lot of candles from the broker so we don't keep asking.
candles, err := b.DataBroker.Candles(symbol, frequency, Max(count, 1000))
@@ -82,9 +89,6 @@ func (b *TestBroker) Candles(symbol string, frequency string, count int) (*DataF
// TODO: check if count > our rows if we are using a data broker and then fetch more data if so.
end := b.candleCount - 1
start := Max(Max(b.candleCount, 1)-count, 0)
return b.Data.Copy(start, end).(*DataFrame), nil
}