Backtrader - the missing intraday of synchronizing different markets 同步不同市场时间的数据缺失问题

If missing intraday data (EG: the day is the new year holiday in Chinese, but it is the trading day in the US), as a result, it will have a shifting data problem on Backtrader.

The solution is to drop US trading day data.

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underlying, df_base = underlying_list[sector], None for ucode, size in underlying.items():     # 数据校验     df0 = yf.download(ucode, date_start, date_end, auto_adjust=False)     df0.replace(0, np.nan, inplace=True)     df0.dropna(inplace=True)     df0.drop_duplicates(keep=False, inplace=True)     df0 = df0[['Open', 'High', 'Low', 'Close', 'Volume', 'Adj Close']]       # 同步市场时间     if '.HK' in ucode:         df0.index = df0.index.tz_localize("Asia/Shanghai").tz_convert("UTC")         df0.index = df0.index + pd.DateOffset(1)     else:         df0.index = df0.index.tz_localize("America/New_York").tz_convert("UTC")     df0['Date'] = pd.to_datetime(df0.index.date)     df0 = df0.set_index(df0['Date'])       # 删除非基准数据     if df_base is None:         df_base = df0     else:         df0 = df0[df0['Date'].isin(df_base['Date'])]       # 加载数据     data0 = bt.feeds.PandasData(dataname=df0)     cerebro.adddata(data0, name=ucode)