From 788f23853011036f4bf196e09e6f6cabd2b1d5c2 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Tue, 13 Feb 2024 14:28:27 -0800
Subject: [PATCH] Query filters using datetime set to midnight regardless of
 what the caller provides as this is what is expected of the data

---
 backtesting/filter/backtest_filter.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/backtesting/filter/backtest_filter.py b/backtesting/filter/backtest_filter.py
index 15fc9eb..709d88f 100644
--- a/backtesting/filter/backtest_filter.py
+++ b/backtesting/filter/backtest_filter.py
@@ -9,5 +9,6 @@ class BacktestFilter:
         pass
 
     def trade_allowed(self, date: datetime) -> bool:
+        date = datetime.combine(date, datetime.min.time()) # Enforcing midnight.
         filtered_dates = self.backtest_filter[self.backtest_filter['Date'] == date]
         return filtered_dates.empty or filtered_dates['Trade Allowed'].values[0]
\ No newline at end of file