Supporting 5- and 15-Minute VN.py Backtests and Interval Compatibility

Summary

The discussion addresses adding five- and fifteen-minute intervals to VN.py version 3.4.0 for backtesting. One reply suggests that when the source data is already stored at those resolutions, importing and selecting it as one-minute data can work because bars are delivered to the strategy through its bar callback. Another reply notes that simply adding interval constants may cause initialization errors.

The technical guidance says full interval support may require adding the interval-to-duration mapping and checking modules that explicitly branch on supported intervals. The database layer is described as accepting interval values without restricting them to a fixed set, but other components may still reject an added interval. The thread contains tentative advice and an AI-generated suggestion that the commenter says they did not test. It offers implementation leads, not a verified procedure or tested outcome.

Key ideas

• The discussion proposes using one-minute selection when the imported data itself has five- or fifteen-minute bars.
• Adding an interval constant alone may be insufficient because initialization code can rely on interval-duration mappings.
• Modules that explicitly branch on interval types may need separate compatibility updates.
• The thread presents unverified suggestions and does not document a confirmed end-to-end solution.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.