hi
What is the difference between Slice class and Tradebar class.
I got an Slice error in an example I ran in lean, but when I put TradeBar in place, the program ran.
Did I miss something in the meantime or are Slice and Tradebar one thing?
Do I need to import something like
from QuantConnect.Data.Market import TradeBar
?
There is no problem with line of my code in quantconnect/terminal
def Initialize(self):
self.window = RollingWindow[Slice](500)
but there was a problem in lean, and I replaced that with
from QuantConnect.Data.Market import TradeBar
def Initialize(self):
self.window = RollingWindow[Tradebar](500)
Arthur Asenheimer
Maybe just a typo, it should be TradeBar.
Regarding the difference between Slice and Tradebar: The Slice object is a more general data structure to handle various types of data (incl. TradeBars, QuoteBars, Ticks, SplitEvents, DividendEvents etc.). You can get the corresponding TradeBars from a Slice object via slice.Bars which returns a dictionary with Symbols as keys.
R.mat faridi
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