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When I run a backtest using custom data and create an insight, I have found no way to get active insights.
When I do
insights.Add(Insight.Price(symbolData._symbol, GetTimeSpanForInsight(period), InsightDirection.Up, null, 100, null, null));
It creates the insight with the proper period but the CloseTimeUTC and GeneratedTimeUTC is set to the default (minimum). I'm guessing that this is why when I run
SymbolInsights.GetActiveInsights(_algo.UtcTime);
I get no insights returned but when I run RemoveExpiredInsights it removes all the Insights in the collection.
I wondered if brokerageModel had anything to do with it but I have this set
SetBrokerageModel(Brokerages.BrokerageName.GDAX, AccountType.Cash);
var s = AddData<CryptoData>("BTCUSDT", Resolution.Minute);
// Set requested data resolution
UniverseSettings.Resolution = Resolution.Minute;
SetUniverseSelection(new ManualUniverseSelectionModel(new Symbol[] { s.Symbol }));
Any thoughts on how to make this work?
Rahul Chowdhury
Hey Sam,
It's difficult to understand why none of your insights in the collection are active. Could you please post a back test which reproduces this issue? I wrote an example which stores generated insights and retrieves the active insights. Hopefully this will help you debug through comparison.
Sam Smucker
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