Sort by local_timestamp

nkaz001 · Jan 15, 2024 · 67a29b3 · 67a29b3
1 parent b13b361
commit 67a29b3
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/hftbacktest/data/utils/tardis.py b/hftbacktest/data/utils/tardis.py
@@ -188,6 +188,7 @@ def convert(
         data = merge_on_local_timestamp(data, sets[0])
         del sets[0]
 
+    data = data[np.argsort(data[:, 2])]
     data = correct(data, base_latency=base_latency, method=method)
 
     # Validate again.