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I am trying to import custom data from csv in this format: date,value
I have implemented the class that inherits from BaseData including the GetSource and overrides.
After setting the Time and EndTime in Reader function, I print the values and it prints out 1/1/0001 12:00:00 AM 1/1/0001 12:00:00 AM which are not the value I have set.
Ofcource the data does not exist in OnData.
I have noticed that Reader function is called many times with the start date of the backtest.
the GetSource function is called based on the resolution
the algo can access the csv file on disk.
HELP ;]
Super Richman
ok the data range is month, each month there is a new value.
Now I get the data on the OnData function but just in the same date as the EndTime property.
I need all of the data before EndTime and until Time in my custom class will be sent for each day in the OnData. (FillForward?) but I couldn't find a way to make lean to activate the FillForward mechanism for my class… How do I do that?
I will buy ice cream for the helper ;]
Super Richman
solved
Super Richman
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