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Add regression algo for indicator updates: Resolution.Daily vs TimeSpan.FromDays(1) #8646

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JosueNina
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@JosueNina JosueNina commented Mar 21, 2025

Description

This PR adds a regression test to compare indicator updates using Resolution.Daily vs. TimeSpan.FromDays(1). It verifies that indicators behave differently after market hours due to distinct update mechanisms.

However, this behavior is due to Settings.DailyPreciseEndTime being true by default. If set to false (Settings.DailyPreciseEndTime = false), both indicators will take the full day as a reference, resulting in identical values.

Related Issue

Closes #8415
Closes #8416

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

N/A

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>

@JosueNina JosueNina force-pushed the bug-8415-history-warmup-reports-wrong-values branch from 824709d to 8dcf91b Compare March 25, 2025 17:32
@JosueNina JosueNina force-pushed the bug-8415-history-warmup-reports-wrong-values branch from 8dcf91b to f7a0a52 Compare March 25, 2025 17:43
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@jhonabreul jhonabreul left a comment

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Thank you!

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@Martin-Molinero Martin-Molinero left a comment

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Nice!

@Martin-Molinero Martin-Molinero merged commit 2d7e329 into QuantConnect:master Mar 25, 2025
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