Add minute EOD data to daily bar data, 2 minutes before market close

from AlgorithmImports import *

class ADXWithEstimatedCloseAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2023, 1, 1)
        self.set_end_date(2023, 12, 31)
        self.set_cash(100000)

        self.symbol = self.add_equity("GLD", Resolution.DAILY).symbol
        self.adx = AverageDirectionalIndex(25)
        self.register_indicator(self.symbol, self.adx, Resolution.DAILY)

    def on_data(self, slice: Slice) -> None:
        if self.adx.is_ready:
            # Get the current day's TradeBar for GLD
            trade_bar = slice.bars.get(self.symbol)
            if trade_bar:
                # Estimate today's close price
                estimated_close = trade_bar.close  # Use the current close as an estimate

                # Create a temporary TradeBar with the estimated close
                temp_bar = TradeBar(trade_bar.time, trade_bar.symbol, trade_bar.open, trade_bar.high, trade_bar.low, estimated_close, trade_bar.volume)

                # Update the ADX with the temporary TradeBar
                self.adx.update(temp_bar)

                # Check if ADX is ready and make trading decisions
                if self.adx.is_ready:
                    adx_value = self.adx.current.value
                    self.debug(f"ADX Value: {adx_value}")

                    # Example trading logic
                    if adx_value > 25:
                        self.set_holdings(self.symbol, 1)
                    else:
                        self.liquidate(self.symbol)

Sources: Average Directional Index - QuantConnect.com, Handling Data - QuantConnect.com, Average Directional Movement Index Rating - QuantConnect.com, Daily Algorithm, Ema Cross Futures Front Month Algorithm

If we enter 2 minutes before close, we need minute resolution. Then we also need to make sure, the algo only trades two minutes before market close. Your solution is based on daily bars, but that will only factor in prices from yesterday, right?

For anyone interested, I found this solution which seems to work:https://www.quantconnect.com/forum/discussion/11187/request-simple-example-of-how-to-get-the-current-day-039-s-daily-resolution-ohlc-and-volume-values-prior-to-market-close/

self.gld_minute = self.AddEquity("GLD", Resolution.Minute).Symbol
self.consolidator = TradeBarConsolidator(timedelta(1))
self.SubscriptionManager.AddConsolidator(self.gld_minute, self.consolidator)

todays_bar = self.consolidator.WorkingBar
self.adx_gld.update(todays_bar)