14a2a09581
IAlgorithm.FrameworkOnData is used to pulse models with new data each time step IAlgorithm.FrameworkOnSecuritiesChanged is used to pulse models with security changes These two functions need to be separate to ensure that if we add an indicator during the securities changed event that it will get the data from the current time step. This forces us to call the securities changed event before we invoke the consolidators for the current time step.