Bugfix for parallel crashes when testtimes is too big.
emilsjoerup opened this issue · comments
Currently, there is a fatal bug that causes crashes.
The bug occurs when the testtimes argument gets too big, i.e. the user wants to perform tests long after trading has stopped. It can be solved with a break statement in the sequential case, with the OpenMP parallelisation I have not been able to resolve the issue.
Obviously it is not a big problem since this only happens with wrong usage, but eliminating this bug would definitely improve the overall quality of this package.
Should be resolved as of version 0.1.3
Now, if there is a more than 15-minute period with no trades, the code stops and throws an error.