I'm brand new to QuantConnect, and I'm trying to understand how to build a custom bar using Python, which appears that it should be pretty easy. I found a Data Consolidation Algorithm here:
When I run this I get "TypeError: no constructor matches given arguments".
This seems to occur when creating the "thirtyMinuteConsolidator". The attached backtest has everything pretty much commented out to run (I don't see that I can add a backtest that has errored out).
What am I missing here?
Thank you!
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Sorry for taking so long to answer. In your code, there was only two things that were wrong.
First, you forgot to save the Symbol. You were using the Security to subscribe the symbol:
self.spy = self.AddEquity("SPY") # Wrong
self.spy = self.AddEquity("SPY").Symbol # Right
Then you were using a Symbol when you should use a String in the Plot method:
self.Plot(bar.Symbol, "3HourBar", bar.Close) # Wrong
self.Plot(bar.Symbol.Value, "3HourBar", bar.Close) # Right
On the other hand, you should be able to use python timedelta as an argument for the methods in Initialize.
This is a bug we are looking into.
Meanwhile, you can use C# TimeSpan.
Thank you, Alexandre!
We have updated our python framework.
Please try to run the DataConsolidationAlgorithm exactly like we found it at Github.
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