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Allow to pass forward_fill_until through candle data creation
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miohtama committed Dec 12, 2024
1 parent 4a20d16 commit d53d202
Showing 1 changed file with 2 additions and 0 deletions.
2 changes: 2 additions & 0 deletions tradingstrategy/utils/groupeduniverse.py
Original file line number Diff line number Diff line change
Expand Up @@ -81,6 +81,7 @@ def __init__(
forward_fill: bool = False,
bad_open_close_threshold: float | None=3.0,
autoheal_pair_limit=200,
forward_fill_until: datetime.datetime | pd.Timestamp | None = None,
):
"""Set up new candle universe where data is grouped by trading pair.
Expand Down Expand Up @@ -192,6 +193,7 @@ def __init__(
fix_inbetween_threshold=fix_inbetween_threshold,
remove_candles_with_zero_volume=remove_candles_with_zero_volume,
forward_fill=forward_fill,
forward_fill_until=forward_fill_until,
)

assert isinstance(fix_result, DataFrameGroupBy)
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