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RollingWindow Updating Mid Consolidation Method?

I am having some really strange behavior with rolling windows of indicators that are bound to a trade bar consolidator updating mid ondataconsolidated call.

I've duplicated this using the latest build (as of 12/2/16) for the cloud backtester with the attached project.

The log is full of:

2016-11-30 13:00:00 Times Do Not Align - Post Sample Assignment

Any insight here?

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Disregard this changing mid method - it turns out I had and instead of or's ... way to go rook :)

The issue still stands though that my rolling window timelines do not align.

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Hi, maybe i am wrong but i can't reproduce the problem.

There is no output in the log saying: 

Times Do Not Align - Pre Sample Assignment

i think its working now......

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Correct; sorry we forgot to post back a comment here. We fixed this issue on Monday :)

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Update Backtest





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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.


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