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The attached backtest uses DAY resolution, and when I step through the debuggers the simplified method calling sequence is (Selection -> Coarse -> Fine -> Update).
However, when I switched the entire algo to MINUTE resolutioon (I don't know how to attach two backtests in the same post). the simplified method calling sequence is (Selection -> Update -> Coarse -> Fine).
In my case, I actually want Coarse -> Fine step happening before Update. How can I achieve the same behavior as in DAY resolution? Thanks!
FTB-Quant 1
Here is the MINUTE resolution version
Shile Wen
Hi FTB-Quant1,
This happens because on Daily Resolution, OnData is called in after market hours once just like the Universe Selection, while in Minute Resolution, the Update is being called multiple times during the day, but the Coarse/Fine data for Universe Selection is only updated once per day, thus Universe Selection occurs once per day, so there would not be more information from the Universe on a minutely basis. However, you could look into a Scheduled Universe with a Minute frequency, however, please note that you might not be able to get the data you'd want.
Best,
Shile Wen
FTB-Quant 1
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