When I run this code, doubleArrayc is the same data each time it is pulled when it should be changing every time step.  Does anyone know how to fix this issue? 

 

def Initialize(self): self.SetCash(100001) self.SetStartDate(2017,11,1) self.SetEndDate(2017,11,17) self.AddCrypto("BTCUSD", Resolution.Minute).Symbol self.Schedule.On(self.DateRules.EveryDay("BTCUSD"), self.TimeRules.Every(TimeSpan.FromMinutes(600)), Action(self.Rebalance)) self.slices = self.History(["BTCUSD"], 5, Resolution.Minute) def Rebalance(self): bars = self.slices.loc["BTCUSD"] doubleArrayc = bars["close"] self.Log("doubleArrayc " + str(doubleArrayc))

Thanks

Author