Martin-Molinero
commented
4 years ago Hey @abhi555shek!
I'm supposing this is a live trading issue, please correct me if wrong. Can't seem to reproduce it, tested using Resolution.Minute and GetSouce and the rest call are triggered every minute, note that the date sent in to the GetSource method is just the date component (minutes/hours/etc are not set). The following is the algorithm I used:
def Initialize(self):
self.SetStartDate(2020, 1, 1)
self.SetEndDate(2020, 1, 31)
self.reso = Resolution.Minute
self.UniverseSettings.Resolution = self.reso
# Define the symbol and "type" of our generic data:
self.appleEquity = self.AddEquity("APPL", self.reso, Market.USA,True,1,False).Symbol
self.apple = self.AddData(CustomStock, self.appleEquity, self.reso).Symbol
self.prices = []
class CustomStock(PythonData):
def GetSource(self, config, date, isLiveMode):
return SubscriptionDataSource("https://www.SomeAddress.com", SubscriptionTransportMedium.Rest)
def Reader(self, config, line, date, isLiveMode):
return None
AmazingAbhi
petioptrv
danyg
jaredbroad
Expected Behavior
The OnData event should Poll the GetSource Function every hour in case SubscriptionDataSource.Rest api is used for getting the data.
Actual Behavior
Even after specifying, minute or hour as resolution, the URL is being polled daily instead due to which the daily bars are going in OnData.
Potential Solution
Based on the resolution specified for the universe the SubscriptionDataSource.Rest api should be polled every resolution time step.
Reproducing the Problem
Following is the Custom Data using algorithm. If you add a breakpoint at return of GetSource, You will notice the execution is coming at it on daily level rather than Hourly frequency
`class CustomDataStock(QCAlgorithm):
class Stock(PythonData):
`
System Information
Windows 10 Python 3.6.8
Checklist
masterbranch