snap_to_previous_tick#
API documentation for tradeexecutor.strategy.cycle.snap_to_previous_tick Python function.
- snap_to_previous_tick(ts, tick_size, offset=datetime.timedelta(0))[source]#
Calculate what should the tick time for given real time.
If ts matches the tick, do nothing.
If cycle duration is unknown do nothing.
- Parameters:
ts (datetime) – Current timestamp
tick_size (CycleDuration) – How big leaps we are taking
offset (timedelta) – How many minutes of offset we assume to ensure we have candle data generated after the timestamp
- Returns:
What tick are we living in
- Return type: