public PortfolioWeight(string csvLine) { var line = csvLine.Split(','); //Date = Parse.DateTimeExact(line[0], "yyyyMMdd HH:mm:ss"); this.Date = Parse.DateTimeExact(line[0], "yyyy-MM-dd").AddHours(18); this.EndTime = this.Date; this.Time = this.Date; this.Weight = double.Parse( line[1] , CultureInfo.CurrentCulture.NumberFormat ); this.Ticker = line[2]; }

 

Hi,

 I set the time in each row of my custom data, which would arrive at around 6pm each evening. I used this value to set Endtime and then also Time, because I notived that the Endtime was being reset to Midnight in the OnData method. Why are both Time and EndTime being reset somewhere after I set them? I think this is causing the Security.Price to be zero when OnData is called, when there should be data.