Hey everyone,
I recently noticed that the data passed into CoarseSelectionFunction doesn't always exactly match the data returned by the History function. As far as I have seen, most of the time the data matches. However, I have attached a simple project which illustrates one example of a mismatch. The Console output is what I used to show the mismatch; sorry for the flatline backtest results. Does anyone know why this mismatch might be occurring? What is the data source for CoarseSelectionFunction versus the data source for History?
Michael Handschuh
Brendan Driscoll
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