I am a fairly new QuantConnect user and have been playing around with backtesting some extended hours data. I am experiencing some weird behavior and I was wondering what I am doing wrong. I have attached my project. The strange thing is that during the backtest, the algorithm buys three different times on the evening of 2015/07/21 for a total of 30 shares. The next morning the algorithm calls Liquidate but apparently only 20 shares are sold. Near the end of the backtest (on 2015/08/04), the last 10 shares are sold. Could someone explain why this is happening?

Another problem. If I change the symbol to "HAL" instead of "AAPL", and then run the backtest, it claims no trade bars (0 data points) come through to the algorithm. However, if I keep the symbol as "HAL" and use the start date of "SetStartDate(2015, 7, 14);" then data does come through to the algorithm. However, as far as I can tell there is no activity in the extended hours data for "HAL" (i.e., the prices remains constant) which I don't think is correct (comparing to other data providers).

Any suggestions?

Thanks for reading,