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Fix #233: detect plot overlay period from data frequency instead of timestamp precision - #1424
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Fixes #233.
Problem: daily bars whose last timestamp carries seconds (e.g. non-midnight
timestamps) were misdetected as intraday data, so the automatic OHLC overlay in
Backtest.plot()raised instead of superimposing.Fix: pick the resample rule from the existing
_data_periodhelper (medianof the last 100 datetime deltas) using period thresholds (day -> ME, hour -> D,
minute -> h, second -> min, millisecond -> s), instead of guessing the sampling
period from timestamp precision. Explicit string rules, the upsampling
ValueError, and the same-period skip behavior are unchanged.Tests: 3 new regression tests in
backtesting/test/_test.py(daily data withseconds on the last bar plots fine; explicit hourly upsampling still rejected;
OHLC aggregation of the superimposed Bokeh source verified across 5 real periods
with microsecond offsets). Full
TestPlotsuite passes on master baselineca2e261; flake8 clean; mypy output identical to baseline.Known limitations: the median only looks at the last 100 points, so
irregular/duplicate timestamps aren't guaranteed a unique true period
(pre-existing helper limitation).
AI disclosure: this patch was drafted with AI assistance (OpenAI Codex) and
reviewed by a human before submission.