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GetFundamental is not Timestamped with EndTime

Open AlexCatarino opened this issue 3 years ago • 0 comments

Expected Behavior

Data is timestamped with end-of-period time.

Actual Behavior

Data is timestamped with start-of-period time due to this implementation: https://github.com/QuantConnect/Lean/blob/master/Research/QuantBook.cs#L846:L850

Potential Solution

Replace Time for EndTime.

Reproducing the Problem

history = qb.History(tickers, start_date, end_date, Resolution.Daily)
ff = qb.GetFundamental(tickers, "MarketCap", start_date, end_date)

the timestamps do not match.

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

AlexCatarino avatar May 06 '22 23:05 AlexCatarino