Add BaseData.AdjustResolution
- Adding `BaseData.AdjustResolution()` that should return a valid resolution for the given data and security type. This allows us to set a limitation which is useful to avoid invalid data requests or unnecessary fill forward situations. The user will be notified through a console message. - Adding unit and regression test - Updating example algorithms custom data resolution - Some performance improvements. Wont change console color if `SelectedOptimization` is defined
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@@ -36,11 +36,11 @@ class CachedAlternativeDataAlgorithm(QCAlgorithm):
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# QuantConnect caches a small subset of alternative data for easy consumption for the community.
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# You can use this in your algorithm as demonstrated below:
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self.cboeVix = self.AddData(CBOE, "VIX").Symbol
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self.cboeVix = self.AddData(CBOE, "VIX", Resolution.Daily).Symbol
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# United States EIA data: https://eia.gov/
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self.usEnergy = self.AddData(USEnergy, USEnergy.Petroleum.UnitedStates.WeeklyGrossInputsIntoRefineries).Symbol
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self.usEnergy = self.AddData(USEnergy, USEnergy.Petroleum.UnitedStates.WeeklyGrossInputsIntoRefineries, Resolution.Daily).Symbol
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# FRED data
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self.fredPeakToTrough = self.AddData(Fred, Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough).Symbol
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self.fredPeakToTrough = self.AddData(Fred, Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol
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def OnData(self, data):
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if data.ContainsKey(self.cboeVix):
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