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I made a simple test about rollowing window. I set the rollSize=2 which should gave result[0] and result[1] when result is ready.
I set startDate= (2017, 1, 9) and endDate=SetEndDate(2017,1,23)
I expect I should see the rolling result from 2017-1-11 but why the log shows result begins from 2017-1-12.
Any ideas?
2017-01-09 00:00:00 Launching analysis for 66584a798f9a4d9bdb770d20eac50bb4 with LEAN Engine v2.2.0.2.1109 2017-01-12 09:31:00 21.43000000000 21.89000000000 2017-01-13 09:31:00 21.40500000000 21.43000000000 2017-01-17 09:31:00 21.46000000000 21.40500000000 2017-01-18 09:31:00 21.38000000000 21.46000000000 2017-01-19 09:31:00 21.30000000000 21.38000000000 2017-01-20 09:31:00 21.53000000000 21.30000000000 2017-01-23 09:31:00 20.70000000000 21.53000000000
Alexandre Catarino
We have found the source of this behavior and are looking into this issue.
Meanwhile, you can replace IsReady for Samples >= Period logic:
// IsReady condition if (history.IsReady) { // } // Samples >= Period condition // Period = 2 if (history.Samples >= 2) { // }Durable
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