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I run a strategy live with LEAN - it uses EOD data, this means OnData(slice) gets called at 9PM PST. If I encounter broker issues (like the IB Gateway crashing for example) then I miss the 9PM calling of OnData(slice) and I have to enter signals manually which is a major pain.
Is there a way I can call OnData(slice) on demand, maybe after warmup? I have considered doing dumb things like changing my machine's clock, but what I really want to do is push the latest data from my universe through again since often I will miss the 9PM data driving.. can I drive it myself in code?
I am using IQFeed data and LEAN with interactive brokers - for the most part this setup works pretty well but if I encounter some issue around 9PM I am doomed to not have orders generated etc. If I could drive the day's data from IQFeed through again on demand, this would help me a lot.
Thanks,
Charles
Alexandre Catarino
Hi Charles Fort ,
What data will the algorithm use to create a Slice object that is passed to OnData?
Does the historical data request made by the warm-up feature include that data?
If yes, you could do the following HACK:
public override void OnWarmupFinished() => OnData(CurrentSlice);At this point, the algorithm will pass the last Slice for a second time, but, this time, it will trigger orders because IsWarmingUp is false.
Charles Fort
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