Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Expand History Request Resolution Support #17

Open
4 tasks done
AlexCatarino opened this issue Dec 9, 2022 · 0 comments
Open
4 tasks done

Expand History Request Resolution Support #17

AlexCatarino opened this issue Dec 9, 2022 · 0 comments

Comments

@AlexCatarino
Copy link
Member

Expected Behavior

Samco brokerage supports historical data requests for hourly and daily resolution data.

Actual Behavior

Samco brokerage only supports historical data requests for minute resolution data.

Potential Solution

We could use consolidators to convert the minute resolution bars into hourly or daily bars. It would remove the exception and algorithms wouldn't need to adapt to this restriction, especially Python algorithms with the pandas overhead.

Reproducing the Problem

History request with Resolution.Daily parameter.

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
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant