Trading session time period

[uttamgoli]

hey, how do I change the trading session time period from 24hours to 6 hours

[polakowo]

If your data such as price contains 24h, remove data points that don’t belong to the trading session. If your data already contains at most 6h, do nothing.

[uttamgoli]

my data contains minute price for 15 days with each trading session being 6 hours, when I change the frequency in vectorbt from 'd' to 'm' vector bt assumes the trading session Is 24 hours, and instead of showing the time period as 15 days it displays it as around 2 days, how do I fix this.

Thank you very much for the quick replies.

[polakowo]

@uttamgoli time period is not related to days, it just shows total running time, meaning if you have 1000 data points in 1 minute interval, it will show you 16 hours no matter how many breaks you have between them.