This live algo can be found here: 

https://github.com/Quantconnect/Lean/blob/master/Algorithm.CSharp/LiveFeaturesAlgorithm.cs

Something that seems quite counter intuitive to me is that this live algo sets SetStartDate and SetEndDate in it's initializer. Why would a live algo do this? Wouldn't a live algo only be concerned with upcoming future data points? 

How would this code be edited at the provided link to make it actually live and not backtest on the set dates? 

 

Thanks

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