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Inconsistent Log Timestamp in Warm Up #9248

@AlexCatarino

Description

@AlexCatarino

Expected Behavior

The log's timestamp is consistent across warm-up and backtest

Actual Behavior

Image
# region imports
from AlgorithmImports import *
# endregion

class PensiveRedDragonfly(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 7, 25)
        self.set_end_date(2024, 10, 27)
        #self.settings.daily_precise_end_time = False
        self.set_cash(100000)
        self.add_equity("SPY", Resolution.MINUTE)
        self.set_warm_up(timedelta(40), Resolution.MINUTE)
        def _print(c):
            self.log(f'{c.end_time} : {c}')
        self.consolidate("SPY", Calendar.WEEKLY, _print)

Potential Solution

N/A

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  • 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

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