Cosmetic change to erase any confusion that the bar being handled in the consolidator is able to be either a TradeBar or a QuoteBar

This commit is contained in:
Jack Simonson
2019-03-01 13:56:31 -08:00
parent f11ceab45e
commit 289e4e56f6
2 changed files with 3 additions and 3 deletions
@@ -27,7 +27,7 @@ import numpy as np
### <summary>
### Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
### QuoteBars you should request slices or
### QuoteBars you should request slices
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="history and warm up" />
@@ -46,9 +46,9 @@ class BasicTemplateOptionsConsolidationAlgorithm(QCAlgorithm):
def OnData(self,slice):
pass
def OnDataConsolidated(self, sender, quoteBar):
def OnDataConsolidated(self, sender, bar):
self.Log("OnDataConsolidated called on " + str(self.Time))
self.Log(str(quoteBar))
self.Log(str(bar))
def OnSecuritiesChanged(self, changes):
for security in changes.AddedSecurities: