from AlgorithmImports import * from RangeConsolidatorWithTickAlgorithm import RangeConsolidatorWithTickAlgorithm ### ### Example algorithm of how to use ClassicRangeConsolidator with Tick resolution ### class ClassicRangeConsolidatorWithTickAlgorithm(RangeConsolidatorWithTickAlgorithm): def CreateRangeConsolidator(self): return ClassicRangeConsolidator(self.GetRange()) def OnDataConsolidated(self, sender, rangeBar): super().OnDataConsolidated(sender, rangeBar) if rangeBar.Volume == 0: raise Exception("All RangeBar's should have non-zero volume, but this doesn't")