We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
The benchmark only receives data from one data normalization mode.
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:
Here is the raw data (from results.json):
N/A
I cannot reproduce it with the code in "Actual Behavior". The algorithm subscribes to option contracts later in its logic.
master
The text was updated successfully, but these errors were encountered:
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
Sorry, something went wrong.
jhonabreul
Successfully merging a pull request may close this issue.
Expected Behavior
The benchmark only receives data from one data normalization mode.
Actual Behavior
The algorithm subscribes to raw data from BIL:
and the benchmark chart displays an initial value that is about half of the following values:
Here is the raw data (from results.json):
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.
Checklist
master
branchThe text was updated successfully, but these errors were encountered: