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Patch for missing tick data in history call #6932

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jhonabreul
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Description

This solves unmatching tick count in history calls, as described in #6929 but this is only a patch. The actual bug is in the Slice.Get method, which is expecting a dictionary of Symbol->T. In the Tick case, each slice might have multiple ticks, and it is only getting the last one in order to comply with the expected dictionary.

Related Issue

Part of #6929
Might close it but it is only a patch, we would need a spin off issue or keep it open.

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit test and regression algorithm

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@jaredbroad jaredbroad merged commit 66ff14b into QuantConnect:master Feb 6, 2023
@jhonabreul jhonabreul deleted the bug-6929-missing-tick-data branch February 6, 2023 21:51
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2 participants