Hi,
I have some questions related to the selector function used in AddUniverse.
1.
I've compared data used in it for asset selection to both History data and current data at the beginnind of the day, and found they are different. For example, my backtest outputs from the Universe creation function
, but later, in sheduled function, i receive
2017-09-07 09:31:00 :---- Prices at 9/7/2017 9:30:00 AM ----2017-09-07 09:31:00 :Portfolio: A RPTMYV3VC57P, price: 64.53703201300 at 9/7/2017 9:30:00 AMfor the day beginning and
2017-09-07 09:35:00 :---- History data at 9/7/2017 9:35:00 AM ----2017-09-07 09:35:00 :History, 5' ago, A RPTMYV3VC57P: 9/6/2017 4:00:00 PM, price: 64.53703201300via History.
Why is it so? Is it due to differences of resolution? Have I to set resolution explicitely? How to make data I use for selection, equal to data I use for other calculations?
2. Why log timestamps differ from the output time and what do they mean? Have I to specify timezone in code?
3. As I noticed, the function passed to AddUniverse ran at the end of the first day, after all sheduled functions are called, thus i can not obtain universe for the first day of test. Is it right and how do I create universe for the first day?
4. Somewhy the function showCurrentPrices sheduled to the 5th minute of the day, (simultaneously with showCurrentPrices), does not run. Why?