Hi all,

Why this code return 4 bars?

       List<IBar> bars = history.getBars(Instrument.EURUSD,
                Period.ONE_HOUR,
                OfferSide.BID,
                Filter.WEEKENDS,
                2,
                history.getBarStart(Period.ONE_HOUR, 1202076000000 ),
                1);

[1201896000000[2008-02-01 20:00:00.000+0000] O: 1.4803 C: 1.4798 H: 1.4805 L: 1.47955 V: 168137.0, 
1201899600000[2008-02-01 21:00:00.000+0000] O: 1.4798 C: 1.48 H: 1.4802 L: 1.4794 V: 128028.0, 
1202076000000[2008-02-03 22:00:00.000+0000] O: 1.4805 C: 1.4798 H: 1.4806 L: 1.4792 V: 5336.0, 
1202079600000[2008-02-03 23:00:00.000+0000] O: 1.4798 C: 1.48025 H: 1.4804 L: 1.4791 V: 29227.0]

The correct IMHO will be three bars.

Bug?

Javadoc says:
numberOfCandlesBefore - how much candles to load before and including candle with time specified in time parameter
numberOfCandlesAfter - how much candles to load after (not including) candle with time specified in time parameter

So that is 2(+1)+1.

It should be 3 bars, the issue has been registered.

Ehh, why?

Is the javadoc not correct as well? Or what is going on?

javadocs are correct - 2+1=3, and then the candle with the passed time is last one among the numberOfCandlesBefore.

But in the original post candlesAfter parameter was set to 1:

       List<IBar> bars = history.getBars(Instrument.EURUSD,
                Period.ONE_HOUR,
                OfferSide.BID,
                Filter.WEEKENDS,
                2, // <-candlesBefore
                history.getBarStart(Period.ONE_HOUR, 1202076000000 ),
                1); // <-candlesAfter

So my assumption was:
candlesBefore: 2. This gives the last 2 candles before the given time, +1 candle of the given time, as it is included.
candlesAfter: 1. This gives the first candle after the given time.
So in total this is 2+1+1.
Do I misunderstand something?

There is no +1, since candlesBefore includes the candle of the time parameter, this is quite clearly stated in the javadocs.

I'm getting wrong (missing) values too;

For time 1359763200000 I got:

history.getBarStart(Period.DAILY, 1359763200000 ) == 1359763200000 

Where is my time: 1359763200000 on the result?

[1359590400000[2013-01-31 00:00:00.000+0000] O: 1.3568 C: 1.36115 H: 1.36165 L: 1.35408 V: 166226.06, 
1359676800000[2013-02-01 00:00:00.000+0000] O: 1.36115 C: 1.36391 H: 1.37108 L: 1.35857 V: 204480.61, 
1359849600000[2013-02-03 00:00:00.000+0000] O: 1.36391 C: 1.36391 H: 1.36391 L: 1.36391 V: 0.0]

Same times return wrong number of values, other times return correct number of values, but wrong values.

Oh, I see now!