bar_event squashes price_event price about blankly HOT 1 OPEN

It looks like if I swap the order add_price_event() and add_bar_event(), things work better.

Digging into the code a bit, it initially looks like the final_prices are getting squashed here:

(BacktestController.py, line 418)

if len(relevant_data) > 0:
    final_prices[symbol] = pd.concat(relevant_data)

My initial testing shows that the following code preserves all prices @ all resolutions:

if len(relevant_data) > 0:
    if symbol not in final_prices:
        final_prices[symbol] = pd.concat(relevant_data)
    else:
        new_data = pd.concat(relevant_data)
        final_prices[symbol] = pd.concat([final_prices[symbol], new_data])

I'm not super familiar with enough of the code to understand what impact this could cause, but if there are tests I can run against it just let me know. Going to keep testing to see if it breaks anything else that I can see.

from blankly.