consolidator of 5m for live-data will always miss last minute trading bar, is it a bug?

[iSkywalker168]

from AlgorithmImports import *
import datetime
import os

import ctypes


class QuantConnectVilla(QCAlgorithm):
    def initialize(self):
        self.set_time_zone(TimeZones.UTC)
        self.set_account_currency("FDUSD")

        # for backtesting
        self.set_start_date(2024, 6, 24)
        self.set_end_date(2024, 6, 26)
        self.set_cash("FDUSD", 100)

        self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)
        self.symbol = self.add_crypto(ticker="DOGEFDUSD", resolution=Resolution.MINUTE, leverage=5).symbol
        self.set_benchmark(self.symbol)

        self.add_data(CustomCryptoData, self.symbol, Resolution.MINUTE).symbol

        self._consolidator = TradeBarConsolidator(datetime.timedelta(minutes=5))
        self._consolidator.data_consolidated += self.bar_handler

        # indicators
        self.rsi = RelativeStrengthIndex(period=16, movingAverageType=MovingAverageType.WILDERS)
        self.atr = AverageTrueRange(period=7, movingAverageType=MovingAverageType.WILDERS)
        self.register_indicator(self.symbol, self.rsi, self._consolidator)
        self.register_indicator(self.symbol, self.atr, self._consolidator)

    def on_data(self, slice: Slice):
        if not slice.has_data:
            return

        trade_bar = slice.bars.get(self.symbol)
        quote_bar = slice.quote_bars.get(self.symbol)
        bar_start_time = trade_bar.time.strftime("%Y-%m-%d %H:%M:%S")
        bar_end_time = trade_bar.end_time.strftime("%Y-%m-%d %H:%M:%S")
        self.log(f"trade_bar: `{bar_start_time}-{bar_end_time}`, {trade_bar}")

    def bar_handler(self, sender: object, bar: TradeBar):
        bar_start_time = bar.time.strftime("%Y-%m-%d %H:%M:%S")
        bar_end_time = bar.end_time.strftime("%Y-%m-%d %H:%M:%S")
        self.log(f"fkbar: `{bar_start_time}-{bar_end_time}`, {bar}")

        if self.rsi.is_ready:
            rsi_value = self.rsi.current.value
            self.log(f"rsi_value: {rsi_value}")

        if self.atr.is_ready:
            atr_value = self.atr.current.value
            self.log(f"atr_value: {atr_value}")


class CustomCryptoData(PythonData):
    def get_source(self, config, date, is_live_mode):

        tick_type_string = Extensions.tick_type_to_lower(config.tick_type)
        formatted_date = date.strftime("%Y%m%d")
        source = os.path.join(Globals.DataFolder, "crypto", "binance", "minute", config.symbol.value.lower(), f"{formatted_date}_{tick_type_string}.zip")

        return SubscriptionDataSource(source, SubscriptionTransportMedium.LOCAL_FILE, FileFormat.CSV)

    def reader(self, config, line, date, is_live_mode):

        csv = line.split(",")

        data = CustomCryptoData()
        data.symbol = config.symbol

        data_datetime = datetime.datetime.combine(date.date(), datetime.time()) + datetime.timedelta(milliseconds=int(csv[0]))
        data.time = Extensions.convert_to(data_datetime, config.data_time_zone, config.exchange_time_zone)
        data.end_time = data.time + datetime.timedelta(minutes=1)

        data["Open"] = float(csv[1])
        data["High"] = float(csv[2])
        data["Low"] = float(csv[3])
        data["Close"] = float(csv[4])
        data["Volume"] = float(csv[5])
        data.value = float(csv[4])

        return data

for above code, if set live-binance mode, bar_handler will be triggered every 5 minutes. when compared the bar with Binance data, the provided bar from bar_handler will always miss the fifth-minute trading data. that's to say, bar_handler will got me a TradeBar only contains the first 4 minutes trading data.

The related code is as follows:

after changing currentLocalTime - _workingBar.Time >= _period.Value && GetRoundedBarTime(currentLocalTime) > _lastEmit) as currentLocalTime - _workingBar.Time > _period.Value && GetRoundedBarTime(currentLocalTime) > _lastEmit), I will get exactly identical living 5-minute candles with Binance.

please help have a check, is it a bug?