Polygon day fix #446
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Polygon day fix #446
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jimwhite
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May 12, 2024
| timeshift: int = None, | ||
| quote: Asset = None, | ||
| exchange: str = None, | ||
| include_after_hours: bool = True, | ||
| ): | ||
| if timestep is None: | ||
| raise ValueError("'timestep' argument is mandatory in _pull_source_symbol_bars.") |
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The way to do this is to remove the = None default in the parameter definition.
But why are you preventing the use of the PandasData._timestep default? I know I said folks ought to usually want a specific timestep for their strategy use but that doesn't mean the library code can know what that is.
So I agree that using None is a better default than "" but preventing the default from working doesn't make much sense to me. If there is something borked in the default handling then it should be fixed not removed.
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This fixes day polygon backtesting and problems with it's cache.
Please, don't merge till I add more tests!