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Benchmark Receives Raw Data #7846

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AlexCatarino opened this issue Mar 12, 2024 · 1 comment · Fixed by #8012
Closed
4 tasks done

Benchmark Receives Raw Data #7846

AlexCatarino opened this issue Mar 12, 2024 · 1 comment · Fixed by #8012
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@AlexCatarino
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AlexCatarino commented Mar 12, 2024

Expected Behavior

The benchmark only receives data from one data normalization mode.

Actual Behavior

The algorithm subscribes to raw data from BIL:

self.SetStartDate(2014, 1, 1)
self.ticker = 'BIL'
self.equity = self.AddEquity(self.ticker, Resolution.Minute, dataNormalizationMode=DataNormalizationMode.Raw)
self.SetBenchmark("BIL")

and the benchmark chart displays an initial value that is about half of the following values:

result

Here is the raw data (from results.json):

Captura de ecrã 2024-03-11 185724

Potential Solution

N/A

Reproducing the Problem

I cannot reproduce it with the code in "Actual Behavior". The algorithm subscribes to option contracts later in its logic.

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  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
@jhonabreul
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jhonabreul commented May 2, 2024

Closing this for the moment since it could not be reproduced.
Please re-open and share a reproducing algorithm so we can fix it asap

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