diff --git a/alpaca_trader/engine.py b/alpaca_trader/engine.py index 29691da..4067d26 100644 --- a/alpaca_trader/engine.py +++ b/alpaca_trader/engine.py @@ -496,7 +496,7 @@ def log_missed_signal(timestamp, signal_type, reject_reason, price_at_signal, sy existing = pd.read_csv(SIGNALS_PATH) df = pd.concat([existing, df], ignore_index=True) cutoff_date = datetime.now(EASTERN) - timedelta(days=30) - df['timestamp'] = pd.to_datetime(df['timestamp']) + df['timestamp'] = pd.to_datetime(df['timestamp'], format='ISO8601') df = df[df['timestamp'] > cutoff_date] df.to_csv(SIGNALS_PATH, index=False)