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- the latest in-range bar with a NaN close was dropped before the curr_date cutoff, so the previous trading day looked like the latest; dates were also compared without timezone normalization - normalize bar dates and curr_date to naive midnight (per element, so 5-year ranges spanning DST and non-US positive-offset markets keep their local date), then raise NoMarketDataError on a missing latest close rather than falling back - split the fill step (_fill_price_gaps) from date/price normalization so the latest bar can be inspected before incomplete rows are dropped #1201
5.7 KiB
5.7 KiB