New indicator: IBN

src/naiback/indicators/__init__.py

@@ -1,3 +1,4 @@
 
 from .ema import EMA
 from .rsi import RSI
+from .intradaybarnumber import IntradayBarNumber

src/naiback/indicators/intradaybarnumber.py

@@ -0,0 +1,18 @@
+
+def IntradayBarNumber(bars):
+    result = []
+    if len(bars.timestamp) == 0:
+        return result
+    ibn = 0
+    current_date = None
+    for ts in bars.timestamp:
+        if current_date != ts.date():
+            ibn = 0
+            current_date = ts.date()
+        else:
+            ibn += 1
+        result.append(ibn)
+
+    return result
+
+

src/naiback/strategy/strategy.py

@@ -4,6 +4,7 @@ from naiback.broker.broker import Broker
 from naiback.data.bars import Bars
 from naiback.analyzers.statsanalyzer import StatsAnalyzer
 from naiback.analyzers.tradeslistanalyzer import TradesListAnalyzer
+from naiback.exceptions import NaibackException
 
 class Strategy:
     """
@@ -38,6 +39,8 @@ class Strategy:
         By default, just calls execute.
         """
         self._prepare_bars(from_time, to_time)
+        if len(self.all_bars) > 0:
+            self.bars = self.all_bars[0]
         self.execute()
 
     def set_current_ticker(self, ticker):