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running Lean using CLI and importing data using csv's
- when I look at the trades json file the “EntryTime” matches the imported bar time with the correct UTC offset.
- when I look at bar.time it matches the json EntryTime minus the UTC offset.
- if I print “bar.Time + time_change” it again matches the “EntryTime”
local = self.algo.Securities[self.security].Exchange.LocalTime.replace(tzinfo=None)
utc = self.algo.UtcTime.replace(tzinfo=None)
time_change = utc - local****THE PROBLEM****
4. when I print self.algo.UtcTime ONLY I always get the time that is 1 bar interval ahead… I would think that this would print the same time as EntryTime but it is always EntryTime + 1 time interval… IE if EntryTime is 16:00 Utctime is always 16:30 since 1 time interval is 30 minutes.
is there a reason for this?
Varad Kabade
Hi Mathew Blonc,
The entry time mentioned above is the bar start time, so the algorithm time would be the bar end time. Refer to the following doc for more information on understanding time in Lean/QC.
Best,
Varad Kabade
Mathew Blonc
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