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Default market hours to Always Open for base securities without subscription (#7509)

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* Set default always open market hours entry for base security without subscription

Also return proper matching subscription for custom data symbols wihtout subscription.

* Minor changes

* Minor change
This commit is contained in:
Jhonathan Abreu
2023-10-11 14:36:38 -04:00
committed by GitHub
parent 6e854550aa
commit 07fbbe65bb
5 changed files with 134 additions and 22 deletions
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Algorithm.Python/HistoryAlgorithm.py
+2 -2
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@@ -92,7 +92,7 @@ class HistoryAlgorithm(QCAlgorithm):
# get the last 10 bars worth of Custom data for the specified symbols at the configured resolution (daily)
allCustomData = self.History(CustomDataEquity, self.Securities.Keys, 14)
self.AssertHistoryCount("History(CustomDataEquity, self.Securities.Keys, 14)", allCustomData, 10)
self.AssertHistoryCount("History(CustomDataEquity, self.Securities.Keys, 14)", allCustomData, 20)
# NOTE: Using different resolutions require that they are properly implemented in your data type. If your
# custom data source has different resolutions, it would need to be implemented in the GetSource and
@@ -106,7 +106,7 @@ class HistoryAlgorithm(QCAlgorithm):
# get the last calendar year's worth of all customData data
allCustomData = self.History(CustomDataEquity, self.Securities.Keys, timedelta(365))
self.AssertHistoryCount("History(CustomDataEquity, self.Securities.Keys, timedelta(365))", allCustomData, 10)
self.AssertHistoryCount("History(CustomDataEquity, self.Securities.Keys, timedelta(365))", allCustomData, 20)
# we can also access the return value from the multiple symbol functions to request a single
# symbol and then loop over it