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Weekly Data Consolidator (How to Start at the beginning of the Wk or Month)

I am currently making a weekly tradebar with the data Consolidator. When I debug and view the log to make sure that the tradebars are in the correct dates, I start dates on Tuesdays and Thursdays & one was even a Sunday. So does anyone know how I could get the data consolidator to start on Mondays (or next trading day in case of holidays) & if necessary end on Friday for structural reasons. Backtesting Code or code templates would be very much appreciated. Thank You!!!!!

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I've not tested this but it appears you can use the enum:  CalendarType.Weekly

self.Consolidate("SPY", CalendarType.Weekly, self.CalendarTradeBarHandler); 

 

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Stephen Foster  Do you have a link to how I could use that code?

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Stephen Foster 

Nevermind, I found the page. I had been on that page before, it was my fault for not completely reading through it all. Thank you though.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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