fix: pass start date to get_recent_bars for correct daily bar retrieval
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@@ -1,12 +1,12 @@
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{
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"DEBUG_MODE": true,
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"SYMBOL": "SPY",
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"BAR_TIMEFRAME": "15Min",
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"BAR_TIMEFRAME": "1Day",
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"RISK_PER_TRADE": 0.01,
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"SHORT_WINDOW": 20,
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"LONG_WINDOW": 50,
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"MIN_NOTIONAL": 1.0,
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"POLL_INTERVAL": 300,
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"POLL_INTERVAL": 3600,
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"MAX_DRAWDOWN": 0.08,
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"PDT_RULE": true,
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"USE_TRAILING_STOP": true,
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@@ -17,14 +17,14 @@
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"ENABLE_SLIPPAGE": true,
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"SLIPPAGE_PCT": 0.0005,
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"COMMISSION_PCT": 0.0005,
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"MIN_SIGNAL_STRENGTH": 0.4,
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"MIN_SIGNAL_STRENGTH": 0.6,
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"BACKTEST_DAYS": 90,
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"USE_LIMIT_ORDERS": false,
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"LIMIT_ORDER_TIMEOUT": 60,
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"ADX_THRESHOLD": 25,
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"ADX_THRESHOLD": 30,
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"VOLUME_MULTIPLIER": 0.7,
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"ATR_STOP_MULTIPLIER": 2.0,
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"MAX_HOLD_TIME": 10800,
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"ATR_STOP_MULTIPLIER": 2.5,
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"MAX_HOLD_TIME": 86400,
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"REGIME_DETECTION": true,
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"MULTIFRAME_FILTER": true,
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"BB_WINDOW": 20,
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@@ -35,14 +35,14 @@
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"VIX_THRESHOLD": 30,
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"USE_VIX_FILTER": false,
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"USE_FIBONACCI": false,
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"MAX_TRADES_PER_DAY": 3,
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"MAX_TRADES_PER_DAY": 1,
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"SKIP_MONDAYS_FRIDAYS": false,
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"USE_200_SMA_FILTER": true,
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"REQUIRE_MACD_CONFIRMATION": false,
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"REQUIRE_MACD_CONFIRMATION": true,
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"MIN_RISK_REWARD": 2.0,
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"PULLBACK_PERCENTAGE": 0.382,
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"ENABLE_SHORT_SELLING": false,
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"RSI_BUY_MAX": 65,
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"RSI_BUY_MAX": 60,
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"RSI_SELL_MIN": 35,
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"RSI_SELL_MAX": 70,
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"RSI_RANGE_OVERSOLD": 30,
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@@ -664,7 +664,9 @@ def fetch_buying_power(settlement_tracker=None):
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def get_recent_bars(symbol, limit=100):
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debug_print(f"Fetching {limit} bars for {symbol} ({BAR_TIMEFRAME})")
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try:
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bars = api.get_bars(symbol, BAR_TIMEFRAME, limit=limit)
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buffer = int(limit * 1.5)
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start = (datetime.now(EASTERN) - timedelta(days=buffer)).strftime("%Y-%m-%d")
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bars = api.get_bars(symbol, BAR_TIMEFRAME, limit=limit, start=start)
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if bars is None or len(bars) == 0:
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debug_print(f"No bars returned for {symbol}")
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return None
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