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RandomDataGenerator: Generation of CFD data not working #5030

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4 tasks done
typexy opened this issue Dec 13, 2020 · 1 comment
Closed
4 tasks done

RandomDataGenerator: Generation of CFD data not working #5030

typexy opened this issue Dec 13, 2020 · 1 comment
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good first issue If you're looking to get started as a LEAN contributor, check out these starter issues!

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@typexy
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typexy commented Dec 13, 2020 •
edited

Expected Behavior

Expected the creation of random data for CFDs.

Actual Behavior

Unhandled Exception is thrown - maximum date time must be less than or equal to the minimum. Details below:

Unhandled Exception: System.ArgumentException: The maximum date time must be less than or equal to the minimum date time specified at QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator.NextDate (System.DateTime minDateTime, System.DateTime maxDateTime, System.Nullable1[T] dayOfWeek) [0x0001c] in <2c66f80613ff41adb34692107bcbb7d4>:0
at QuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorProgram.GenerateRandomData (QuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorSettings settings, QuantConnect.ToolBox.RandomDataGenerator.ConsoleLeveledOutput output) [0x00122] in <2c66f80613ff41adb34692107bcbb7d4>:0
at QuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorProgram.RandomDataGenerator (System.String startDateString, System.String endDateString, System.String symbolCountString, System.String market, System.String securityTypeString, System.String resolutionString, System.String dataDensityString, System.String includeCoarseString, System.String quoteTradeRatioString, System.String randomSeed, System.String hasIpoPercentageString, System.String hasRenamePercentageString, System.String hasSplitsPercentageString, System.String hasDividendsPercentageString, System.String dividendEveryQuarterPercentageString) [0x00028] in <2c66f80613ff41adb34692107bcbb7d4>:0
at QuantConnect.ToolBox.Program.Main (System.String[] args) [0x010d3] in <2c66f80613ff41adb34692107bcbb7d4>:0
[ERROR] FATAL UNHANDLED EXCEPTION: System.ArgumentException: The maximum date time must be less than or equal to the minimum date time specified
at QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator.NextDate (System.DateTime minDateTime, System.DateTime maxDateTime, System.Nullable1[T] dayOfWeek) [0x0001c] in <2c66f80613ff41adb34692107bcbb7d4>:0 at QuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorProgram.GenerateRandomData (QuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorSettings settings, QuantConnect.ToolBox.RandomDataGenerator.ConsoleLeveledOutput output) [0x00122] in <2c66f80613ff41adb34692107bcbb7d4>:0 at QuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorProgram.RandomDataGenerator (System.String startDateString, System.String endDateString, System.String symbolCountString, System.String market, System.String securityTypeString, System.String resolutionString, System.String dataDensityString, System.String includeCoarseString, System.String quoteTradeRatioString, System.String randomSeed, System.String hasIpoPercentageString, System.String hasRenamePercentageString, System.String hasSplitsPercentageString, System.String hasDividendsPercentageString, System.String dividendEveryQuarterPercentageString) [0x00028] in <2c66f80613ff41adb34692107bcbb7d4>:0 at QuantConnect.ToolBox.Program.Main (System.String[] args) [0x010d3] in <2c66f80613ff41adb34692107bcbb7d4>:0

Reproducing the Problem

mono QuantConnect.ToolBox.exe --app=rdg --security-type=cfd --start=20200101 --end=20200201 --symbol-count=1 --market=oanda

System Information

Ubuntu 20.04.1 LTS, everything installed as stated in the docs.

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
@typexy typexy changed the title RandomDataGenerator: Generate CFD data not working RandomDataGenerator: Generation of CFD data not working Dec 13, 2020
@jaredbroad jaredbroad added good first issue If you're looking to get started as a LEAN contributor, check out these starter issues! up for grabs labels Dec 25, 2020
@jovuribe jovuribe mentioned this issue Jan 4, 2021
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Martin-Molinero added a commit that referenced this issue Jan 8, 2021
@jovuribe @Martin-Molinero
Bug #5030 Generation of CFD data not working (#5112)
b85a32a 
* Update RandomDataGeneratorProgram.cs

Replaced AddMonths(6) with a Datetime value half way between settings.Start and settings.End.

* Update RandomDataGeneratorProgram.cs

* Update to bug-5030-CFDdatanotoworking

* Added midpoint unit test

* Minor test assert improvement

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
@Martin-Molinero
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Hey!
This is working in current Lean master, must of been fixed in recent random data generator refactoring to support options. Will close the issue for now. Please re open if still having issues

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@jaredbroad @Martin-Molinero @typexy