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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@@ -37,8 +37,8 @@ class SECReportDataAlgorithm(QCAlgorithm):
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self.SetCash(100000)
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self.ticker = "AAPL"
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self.symbol = self.AddData(SECReport10Q, self.ticker).Symbol
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self.AddData(SECReport8K, self.ticker)
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self.symbol = self.AddData(SECReport10Q, self.ticker, Resolution.Daily).Symbol
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self.AddData(SECReport8K, self.ticker, Resolution.Daily)
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def OnData(self, slice):
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# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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