Bug fix in ib_streamer.py.

petioptrv · Aug 20, 2020 · 50a72d7 · 50a72d7
1 parent ae80be3
commit 50a72d7
Showing 1 changed file with 5 additions and 3 deletions.
diff --git a/algotradepy/streamers/ib_streamer.py b/algotradepy/streamers/ib_streamer.py
@@ -93,7 +93,9 @@ def bars_update(
 
         if not previously_requested:
             ib_contract = self._to_ib_contract(contract=contract)
-            ib_duration = self._get_bars_duration_str(bar_size=bar_size)
+            ib_duration = self._get_bars_subscription_duration_str(
+                bar_size=bar_size
+            )
             ib_bar_size = self._to_ib_bar_size(bar_size=bar_size)
             bars = self._ib_conn.reqHistoricalData(
                 contract=ib_contract,
@@ -226,7 +228,7 @@ def _cancel_bars_subscription(
         self._ib_conn.cancelHistoricalData(bars=bars)
         del self._bars_subscriptions[contract]
 
-    def _get_bars_duration_str(self, bar_size: timedelta) -> str:
+    def _get_bars_subscription_duration_str(self, bar_size: timedelta) -> str:
         self._validate_bar_size(bar_size=bar_size)
 
         if bar_size == timedelta(seconds=1):
@@ -236,7 +238,7 @@ def _get_bars_duration_str(self, bar_size: timedelta) -> str:
         elif bar_size <= timedelta(minutes=1):
             duration_str = "60 S"
         elif timedelta(minutes=1) < bar_size < timedelta(hours=1):
-            duration_str = "1 H"
+            duration_str = "3600 S"
         elif timedelta(hours=1) <= bar_size < timedelta(days=1):
             duration_str = "1 D"
         elif timedelta(days=1):