Forex daily data delay

Here are the notable bugs and issues found in Zoe's 'main.py' (excluding naming, allocation, imports), especially as they affect live daily forex bars and correct QuantConnect usage:

• Incorrect Indicator Method Signatures:

  • Usage of self.STO(...) and self.BB(...) does not match the QuantConnect API. Correct method signatures are self.sto(symbol, period, resolution) and self.BB() does not exist; instead, use self.BB() or self.BollingerBands(). Mismatches will cause indicators to not instantiate and runtime errors.

• Empty or Invalid elif/else Clauses Causing Syntax Errors:

  • Multiple places contain lines such as:

    elif self.last_trade_direction[symbol] == 1 and prev_day_return < 0:
    

    and

    elif self.last_trade_direction[symbol] == -1 and prev_day_return > 0:
    

    These elif clauses are empty and will throw a syntax error—Python requires at least a pass or actual code body.

  • Another example:

    if total_signals > 0:
    else:
    

    An if statement cannot be empty and must have an indented block; so must its else.

• Redundant/Multiple Schedule Calls within Event Handlers:

  • Within ExecuteStrategy, scheduling:

    self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(16, 45), self.LiquidatePositions)
    

    If run daily, this call stacks up, scheduling multiple overlapping events per day, leading to unpredictable behavior.

• Incorrect Order Direction Logic in OnOrderEvent:

  • The direction:

    direction = "Long" if fill_quantity < 0 else "Short"
    

    is backwards! A long position should have a positive quantity; a short is negative.

• Possible Use of Uninitialized or Mismatched Data Structures:

  • References like self.vix, self.order_ids[symbol], and self.indicators[symbol] are used without guaranteed initialization for each symbol. For robust code, existence checks are needed before usage.

• Event Handler Naming and Signature Issue:

  • The on_margin_call_warning handler should be named OnMarginCallWarning for QuantConnect to recognize it. Python is case-sensitive and QC expects exact names.

Regarding Zoe's live daily forex bar problem/duplication:

• QuantConnect/OANDA daily bars end-time is 20:00:00 ET (5 pm NY). Historical bars for May 1, 2025, will have the timestamp 2025-05-01 20:00:00. If the system duplicates bars at 2025-04-30 20:00:00 and then also at 2025-05-01 20:00:00, the underlying issue is likely timestamp alignment or data retrieval/recording logic, not the above bugs in trading logic.

How to address:

• Double-check how you record, index, or process timestamps when feeding or logging bar data; use only the end-of-period timestamp from QuantConnect's data.
• Make sure you are not using minute resolution and aggregating into daily bars without proper timezone alignment. For daily closes, always use Resolution.Daily data.
• QuantConnect’s historical data for daily bars is available by 3 PM UTC (11 AM ET) the next day; in live mode, bars close at 5 PM NY (20:00 ET) and become available shortly after.

Summary: Fix the actual bugs above to ensure trading logic executes correctly, and re-examine your data fetching/processing code to realign timestamps and prevent duplicate bar issues. This will not only prevent syntax/runtime issues but may also clarify and resolve the live trading daily bar duplication Zoe is experiencing.

Sources: Debugging - QuantConnect.com, Opening Range Breakout for Stocks in Play