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`end_time` property of count consolidators set incorrectly.

Open jibidnd opened this issue 7 months ago • 1 comments

Expected Behavior

The count consolidators' working_data as well as the consolidated TradeBar objects should have end_time properly reflecting the end_time of the latest bar.

Actual Behavior

The end_time property reflects the bar.time property + total duration of aggregated bars.

Potential Solution

Update how bars are aggregated for count cosolidators: end_time should be set as the end_time of the latest working bar.

Reproducing the Problem

Set up TradeBarConsolidator(10), print bar.working_data and bar.end_time in both on_data and on_consolidated.

System Information

N/A

Checklist

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

jibidnd avatar May 22 '25 18:05 jibidnd

Hey @jibidnd! If you could share a simple algorithm example and logs would help us debug this further and fix it quicker, thank you

Martin-Molinero avatar Jun 04 '25 22:06 Martin-Molinero