trader.replay.bars_at module

The bars a prompt may see at a past instant.

The subtlety that makes this its own module: a 1d bar is stamped at exchange midnight, so the decision day’s own bar is timestamped 04:00Z — before a 14:00Z decision instant — while its close had not yet happened. A plain timestamp < as_of filter therefore leaks one day of the future, silently, on every row. The bound is the last session strictly before the decision day.

trader.replay.bars_at.bars_before(repository, symbol, as_of, lookback, interval='1d')[source]

The last lookback bars closing strictly before as_of’s trading day.

Oldest first, because build_bar_summary slices the tail and renders in that order.

Raises:

ReplayError – the repository returned a bar on or after as_of’s trading day. Asserted rather than filtered: a leak here is the scoring rule’s “silently invent skill” case, and the run must stop.

Parameters:

  • repository (_BarRepo)

  • symbol (str)

  • as_of (datetime)

  • lookback (int)

  • interval (str)

Return type:

list[Bar]