Cosmetic change to erase any confusion that the bar being handled in the consolidator is able to be either a TradeBar or a QuoteBar
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@@ -27,7 +27,7 @@ import numpy as np
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### <summary>
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### Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
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### QuoteBars you should request slices or
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### QuoteBars you should request slices
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="history and warm up" />
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@@ -46,9 +46,9 @@ class BasicTemplateOptionsConsolidationAlgorithm(QCAlgorithm):
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def OnData(self,slice):
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pass
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def OnDataConsolidated(self, sender, quoteBar):
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def OnDataConsolidated(self, sender, bar):
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self.Log("OnDataConsolidated called on " + str(self.Time))
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self.Log(str(quoteBar))
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self.Log(str(bar))
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def OnSecuritiesChanged(self, changes):
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for security in changes.AddedSecurities:
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