When I want to get data for recent days from History API by a code like the following, I get unexpected results (backtesting). Sometimes I get an empty Enumerable and sometimes problematic data (such as same Close Price on the two ends of the history span). When I change backtesting dates to for example 2016, December, everything will be okay. What's the cause of this?
My code:
var startDay = Time.AddDays(-6);
var endDay = Time.AddHours(-12);
sliceHistory = History(
_changes.AddedSecurities.Select(s => s.Symbol),
startDay,
endDay,
Resolution.Daily,
true);
Jared Broad
strategy showing what you're trying to achieve.
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Ehsan88
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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