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.