Rounding of stock prices

[mayankrasu]

The returned bricks have rounded stock prices. Can the rounding be turned off/made optional by any chance? For a stock with lower notional stock price, this rounding can have significant impact on the P&L.

By the way...great job so far.

[ChillarAnand]

Did you try with a brick_size of 0.5 or smaller?

[mayankrasu]

yes I did. Refer below snapshot for example. Brick size is 0.25. The open, high, low and close prices have been rounded before adding the delta.

  date    open    high     low   close  uptrend

0 2018-10-08 03:55:00 216.75 217.00 216.75 217.00 True
1 2018-10-08 04:05:00 217.00 217.25 217.00 217.25 True
2 2018-10-08 04:15:00 217.00 217.00 216.75 216.75 False
3 2018-10-08 04:40:00 216.75 216.75 216.50 216.50 False
4 2018-10-08 04:40:00 216.50 216.50 216.25 216.25 False