I would like to log some end of day statistics, specifically total fees. I tried overriding both of the following methods, but neither seems to get run at the end of the day.


public override void OnEndOfDay()
{
foreach (var h in Portfolio)
{
Log(string.Format("{0} - Total fees today: ${1}", h.Key, h.Value.TotalFees));
}
}

public override void OnEndOfAlgorithm()
{
foreach (var h in Portfolio)
{
Log(string.Format("{0} - Total fees today: ${1}", h.Key, h.Value.TotalFees));
}
}