diff --git a/scripts/research/trackD_timing.py b/scripts/research/trackD_timing.py index 4b67568..e52ff6b 100644 --- a/scripts/research/trackD_timing.py +++ b/scripts/research/trackD_timing.py @@ -51,7 +51,8 @@ def resample_ohlc(df: pd.DataFrame, rule: str) -> pd.DataFrame: {"open": "first", "high": "max", "low": "min", "close": "last", "volume": "sum"}) out = out.dropna(subset=["open"]) out["datetime"] = out.index - out["timestamp"] = (out.index.view("int64") // 1_000_000) + epoch = pd.Timestamp("1970-01-01", tz="UTC") + out["timestamp"] = ((out.index - epoch) // pd.Timedelta(milliseconds=1)).astype("int64") return out.reset_index(drop=True)[["timestamp", "open", "high", "low", "close", "volume", "datetime"]]