Discrepancy in daily data when consolidating from hourly by Bronx verzio

Hi everyone, i just stumbled in a trouble that i can't figure out: if i use hourly data for the pair EURUSD (FXMP) all the candles cooresponds to the ones that are showed in the tradingview charts, all the values (Open, High, Low, Close) corresponds in a perfect way; the problem is that when i consolidate the data into daily, there is no more correspondence with the data from the same tradingview chart of before (with daily timeframe).

The following is the code that i use to get daily candles from hourly ones, maybe i am missing something

# in Initialize() i build a 10 days rollingwindow consolidating from hourly data
self.dailywindow = RollingWindow[QuoteBar](10)
        self.Consolidate("EURUSD", Resolution.Daily, lambda x: self.dailywindow.Add(x))


# in OnData() i use this code for printing the OHLC values to check them
if self.dailywindow.IsReady:
        self.Debug(" daily OHLC {0},{1},{2},{3}, ".format(self.dailywindow[0].Open,self.dailywindow[0].High,self.dailywindow[0].Low,self.dailywindow[0].Close))

since i am implementing a two-timeframe strategy it is important that the both hourly and daily data are consistent with FXMP official data (that i look at from tradingview)

Any kind of help or feedback would be appreciate ;)

The error message "Runtime Error: 'NoneType' object has no attribute 'Reset'" typically means that you're trying to call the Reset method on an object that is None. This could happen if the symbolData object is not properly initialized before the Reset method is called.

In your OnSecuritiesChanged method, you are calling Reset on symbolData without checking if it's None. Here is the problematic part of your code:

for removed in changes.RemovedSecurities:
    symbolData = self.symbolDataBySymbol.pop(removed.Symbol, None)
    symbolData.Reset()

You should check if symbolData is None before calling Reset. Here is an example of how you can do this:

for removed in changes.RemovedSecurities:
    symbolData = self.symbolDataBySymbol.pop(removed.Symbol, None)
    if symbolData is not None:
        symbolData.Reset()

In this code, symbolData is checked if it's None before calling Reset. If it's not None, the Reset method is called. This should help you avoid calling methods on None objects and fix your error.

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