Hello,
I have created a class which pulls historical data and manually updates a consolidator. There is an indicator which is updated through the colsolidator.
Once the manual data update is compelte I check to see if the inidcator is ready, however it does not appear to be updated. What am I missing here?
I have attached a backtest.
Thank you
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Hi KV1214,
This is because timedelta defaults to Daily Resolution, while QCAlgorithm.History defaults to the Data Subscription Resolution, which is Minute by Default, which means there isn't enough data for 1 bar of Consolidated Data. To address this, I've changed all the Resolutions to Daily. Please see this in the attached backtest. Furthermore, if you'd like to use some other Resolution, you will need to use a named arg for timedelta.
Best,
Shile Wen
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
QuantConnect™ 2022. All Rights Reserved
|
Start New Discussion 
Back
Reward Discussion 
1
