Expected Behavior
The ScheduledUniverse.GetTriggerTimes method should return only the datetimes between its arguments startTimeUtc and endTimeUtc. It should be explicitly noted in the documentation whether the result will include the bounds if they are among the trigger times.
Actual Behavior
The method returns all the trigger times on the endTimeUtc's date, even those after endTimeUtc. The documentation doesn't say whether the bounds are included.
Potential Solution
Please convert the "do-while" loop into a while loop that checks if a time is smaller than (or equal to?) endTimeUtc before yielding it. Something like:
yield return times.Current;
while (times.moveNext() && times.Current <= endTimeUtc)
{
yield return times.Current;
}Please update the documentation to specify whether the bounds are included when they are among the trigger times.
Reproducing the Problem
from AlgorithmImports import *
import datetime as dt
class EnergeticRedOrangeTapir(QCAlgorithm):
def initialize(self):
self.set_start_date(2024, 9, 23)
self.set_cash(100000)
univ = ScheduledUniverse(
self.date_rules.every_day("SPY"),
self.time_rules.every(dt.timedelta(minutes=1)),
lambda _: Universe.UNCHANGED
)
self.add_universe(univ)
dates = list(map(str, univ.get_trigger_times(
dt.datetime(2025, 1, 1, 10), dt.datetime(2025, 1, 8, 15, 32),
MarketHoursDatabase.from_data_folder()
)))
for date in dates[-5:]:
self.debug(date)System Information
QuantConnect Cloud B4-12 backtest node
Checklist
- [x ] I have completely filled out this template
- [x ] I have confirmed that this issue exists on the current
master branch
- [x ] I have confirmed that this is not a duplicate issue by searching issues
- [x ] I have provided detailed steps to reproduce the issue
Expected Behavior
The
ScheduledUniverse.GetTriggerTimesmethod should return only the datetimes between its argumentsstartTimeUtcandendTimeUtc. It should be explicitly noted in the documentation whether the result will include the bounds if they are among the trigger times.Actual Behavior
The method returns all the trigger times on the
endTimeUtc's date, even those afterendTimeUtc. The documentation doesn't say whether the bounds are included.Potential Solution
Please convert the "do-while" loop into a while loop that checks if a time is smaller than (or equal to?)
endTimeUtcbefore yielding it. Something like:Please update the documentation to specify whether the bounds are included when they are among the trigger times.
Reproducing the Problem
System Information
QuantConnect Cloud B4-12 backtest node
Checklist
masterbranch