Register consolidators after warmup start time calculation#9284
Open
JosueNina wants to merge 2 commits intoQuantConnect:masterfrom
Open
Register consolidators after warmup start time calculation#9284JosueNina wants to merge 2 commits intoQuantConnect:masterfrom
JosueNina wants to merge 2 commits intoQuantConnect:masterfrom
Conversation
a278bed to
a149a83
Compare
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Description
Adds consolidators to
SubscriptionManagerafter the warmup start time is calculated (if any) to preventTimeKeeperinconsistencies and issues withScanPastConsolidators. This ensures consistent timestamps between log entries and consolidated bars.Related Issue
Closes #9248
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>