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First off, love this package. Trying to replicate results in live view vs backtest view by aligning the data. In the rowparser, we're subtracing a microsecond for each bar event and I'm struggling to understand why - could anyone help shed some light? 
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It was a bad decision. The rationale behind that is that the trading summary of day X gets reported in the form of a bar event right at the end of day X. |
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This is now fixed in basana-1.5.1. |
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It was a bad decision. The rationale behind that is that the trading summary of day X gets reported in the form of a bar event right at the end of day X.
I now realize it it was a bad decision because for 24*7 markets you could have a trade in the last microsecond and that should be included in the trading summary of day X, whose bar event should get reported at X + 1.
I'll fix that for the next version.