Why do I get different time from Time and tick.Time (tick.EndTime)?
foreach (var tick in data["BTCUSD"])
{
Debug("Tick: " + Time + " " + tick.Time + " >> " + tick.Price + " " + Portfolio["BTCUSD"].Price);
}
I'm getting the following outputs from the above code:
Tick: 6/29/2018 12:00:04 AM 6/29/2018 4:00:04 AM >> 5878.8 5878.8
Gurumeher Sawhney
The reason that the algorithm's time and the tick's time is different is due to the time zone difference. The tick's time is the time on the asset exchange, while the algorithm's time defaults to New York's time zone. To check if the tick is actually at the same time try comparing the tick time (GDAX's timezone is UTC) with self.UtcTime - and it will be the same. You can see this in the logs of the backtest below:
Beyond
Thank you very much Gurumeher!
Beyond
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