From 791fb0d840279f195f3498d1e459367bec0800f0 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 30 Apr 2019 14:29:35 +0800
Subject: [PATCH] [Add]adjust timestamp of bar data from RQData, close #1573

---
 vnpy/trader/rqdata.py | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/vnpy/trader/rqdata.py b/vnpy/trader/rqdata.py
index 1e1b3209..965d32c7 100644
--- a/vnpy/trader/rqdata.py
+++ b/vnpy/trader/rqdata.py
@@ -16,6 +16,12 @@ INTERVAL_VT2RQ = {
     Interval.DAILY: "1d",
 }
 
+INTERVAL_ADJUSTMENT_MAP = {
+    Interval.MINUTE: timedelta(minutes=1),
+    Interval.HOUR: timedelta(hours=1),
+    Interval.DAILY: timedelta()         # no need to adjust for daily bar
+}
+
 
 class RqdataClient:
     """
@@ -102,7 +108,11 @@ class RqdataClient:
         if not rq_interval:
             return None
 
-        end += timedelta(1)     # For querying night trading period data
+        # For adjust timestamp from bar close point (RQData) to open point (VN Trader)
+        adjustment = INTERVAL_ADJUSTMENT_MAP[interval]
+
+        # For querying night trading period data
+        end += timedelta(1)
 
         df = rqdata_get_price(
             rq_symbol,
@@ -118,7 +128,7 @@ class RqdataClient:
                 symbol=symbol,
                 exchange=exchange,
                 interval=interval,
-                datetime=row.name.to_pydatetime(),
+                datetime=row.name.to_pydatetime() - adjustment,
                 open_price=row["open"],
                 high_price=row["high"],
                 low_price=row["low"],