Skip to content
New issue

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

Returning two candles(one invalid) for same minute in history request #7983

Open
demo055 opened this issue Apr 30, 2024 · 5 comments
Open

Returning two candles(one invalid) for same minute in history request #7983

demo055 opened this issue Apr 30, 2024 · 5 comments

Comments

@demo055
Copy link

demo055 commented Apr 30, 2024

for ticker in self.tickers:
self.AddEquity(ticker, Resolution.Second)

history = self.History(TradeBar, self.tickers, 448, Resolution.Minute)
self.Debug(history)

output of debug:
...
2024-04-30 09:31:00 127.2000 127.3900 127.1900 127.3900 14844.0
2024-04-30 09:31:00 127.9300 127.9400 127.8300 127.8700 0.0
2024-04-30 09:32:00 127.2300 127.3700 127.0600 127.1900 11189.0
2024-04-30 09:32:00 127.9300 127.9400 127.8300 127.8700 0.0
...

@Martin-Molinero
Copy link
Member

Martin-Molinero commented May 1, 2024

Hey @demo055!
We can't reproduce the issue with the provided code https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_12c970c6e20c52f4672902b7826ac998.html . Please provider more details on how to reproduce this, sharing a backtest would be appreciated

@demo055
Copy link
Author

demo055 commented May 1, 2024

Hey @Martin-Molinero!
I am using interactive brokers as default enviroment. I would like to have history-provider BrokerageHistoryProvider as default. But from some reason it is using my data folder as source, which is wrong, because i do not have in that directory current day. Maybe because of this, there is that duplicated candle?

"live-interactive": {
...
"history-provider": [
"BrokerageHistoryProvider",
"SubscriptionDataReaderHistoryProvider"
]
},

Could you please help? It was working properly month ago. Thank you very much for your help

@Martin-Molinero
Copy link
Member

Hey @demo055!
We've released a new lean cli version 1.0.192 with a possible related fix for IB and live trading. Please update to the latest version pip install upgrade lean, and see if it solves your issues.
If it doesn't, we would need more details, logs and how to reproduce the issue, adding --verbose and sharing the logs would help us pin it, you can share them with our support team directly support@quantconnect.com

@demo055
Copy link
Author

demo055 commented May 1, 2024

Hey @Martin-Molinero!
upgrading lean and removing docker volumes didn't help. I sent you logs via e-mail

@AlexCatarino
Copy link
Member

Hi @demo055,
Are you still experiencing this issue?
I can't find your email with the logs. Can you send another email to support@quantconnect.com so I know your email address so I can find it?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

3 participants