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When using AddUniverse() in QCAlgorithm, the OnEndOfDay() function is not called in backtesting mode. Is this expected behavior?
It is called though when switching to using AddEquity().
You can just backtest this algo with USE_UNIVERSE=True and False to reproduce this.
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Halldor Andersen
Hi Rafal.
Using AddUniverse will not prevent the function OnEndOfDay() from igniting each day.Use self.Log() in the method OnEndOfDay() to verify:
# In OnEndOfDay self.Log(f'OnEndOfDay() {self.Time}')I've attached a backtest for your reference. Checkout the documentation on Universes for further information.
Rafal Pyt
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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