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Hello
I am running Lean to backtest strategies in non-U.S. securiites. I use the ToolBox to download the data and save it locally.
I am using the self.SetBenchMark(ticker) and I see that Lean tries to pull HourlyData. I am not able to get Hourly Data for this particular security, so would like to use Daily Data instead.
Is there a way to have the Benchmark use Daily Data instead of Hourly Data or do I necessarily need Hourly Data?
Thanks!
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Varad Kabade
Hi Gui Reis,
Would you mind attaching the backtest/code snippet for a precise diagnosis?
Best,
Varad Kabade
Gui Reis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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