Fix initial renko bricks (mementum#405)

jizongFox · Jul 3, 2020 · 5266c9b · 5266c9b
1 parent a3744d9
commit 5266c9b
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/backtrader/filters/renko.py b/backtrader/filters/renko.py
@@ -71,8 +71,8 @@ def nextstart(self, data):
         o = data.open[0]
         o = round(o / self.p.align, 0) * self.p.align  # aligned
         self._size = self.p.size or float(o // self.p.autosize)
-        self._top = int(o) + self._size
-        self._bot = int(o) - self._size
+        self._top = o + self._size
+        self._bot = o - self._size
 
     def next(self, data):
         c = data.close[0]