Warmup consolidator ondataconsolidated question

why not just use the self.Log comand to check that, like the lines above?

(add self.Log in OnDataConsolidated function too)

it should work as you described.

if you want to update it manually:

https://www.quantconnect.com/forum/discussion/3622/adx-ibasedatabar-forex/p1

Thanks Michael,

Yes I could have checked differently.  

I've tried putting a log statement inside the OnDataConsolidated and nothing is logged during warmup phase suggesting that this function is not triggered by self.SetWarmUp.  Unless there is another 'thing' that I'm missing.  This suprises me from my understanding reading documentation etc.

So I gues my only other option is to do via a self.History() request rather than rely on self.SetWarmUp.

Thanks.

you are sure that you did:

def OnDataConsolidated(self,sender,bar):
self.Log("adsfadsf")
if not self.IsWarmingUp: self.consolidated5min = True
self.qprice.appendleft(bar.Close)
....
.......

because it says it is warming up and than finished BUT:

logs starting at 3.1.2019 00:05:

2018-12-29 00:01:00 Algorithm warming up...
2019-03-01 00:00:00 Algorithm finished warming up.
2019-03-01 00:05:00 adsfadsf
2019-03-01 00:10:00 adsfadsf
2019-03-01 00:15:00 adsfadsf

so it is called during warming up?

Hi Gkiwi,

In fact, use SetWarmUp(int32) instead of SetWarmUp(Timespan) would  allows OnDataConsolidated() to be triggered during warmup phase.

In the backtest, I tried to use self.SetWarmUp(self.slowperiod+2) instead of self.SetWarmUp(timedelta(self.slowperiod+2)). Here is the log showing that data consolidator is triggered during warmup phase.

Notice that the warming up phase is 62 data entries BEFORE data consolidated, and since we are using minute level resolution, the warmup phase is expected to be 61 minutes.

Hope it helps!

Thanks Link Liang,

Yes that worked and also explains why I was getting sometimes working, sometimes not.  I had been moved to timedelta after seeing some posts in community search. 

And also thanks to Michael Manus, his posts helped me work through parts of my issue..