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FB-005: per-day context fields are actually per period [trap]

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Assessment

Difficulty
4/5
Estimated time
3-5 days
Newbie friendliness
55/100
Issue type
Feature
Clarity
Mostly clear
Activity status
Active
Tech stack
python
Domain
backend

Research direction

Read context.py around lines 97 and 218, then trace how tick dates and period-level fields are built and exposed to strategies and trades. Check the existing context tests for day boundaries; done means per-day tick index and date are available on ctx, and the affected docstrings describe their actual scope.

Written by the indexing model from the issue text.

Description

bug

Severity: trap · Source: BUGS_FASTBT.md (2026-10-09)

  • ctx.tick_index, total_ticks ("today's clock", context.py:218), is_last_tick and ticks_remaining span the whole period. A "first tick of the day" check (tick_index == 0) fires only on the period's first date.
  • ctx.trade_date, strategy.trade_date and every trade.trade_date are the period's first date.
  • DayStartContext.get_spot() ("first available tick of the day", context.py:97) returns the period's first bar.

Workaround: derive the date from the tick and keep your own per-day index.
Fix: add ctx.day_tick_index and ctx.date, and correct the docstrings.

Dominant language
Python
Stars
28
Forks
17
Avg merge
8h 50m
Merged PRs (30d)
2

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