QuantConnect / QuantConnect/Lean

Reorganize Schedule Event Calls in AlgorithmManager

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consistency feature
Dominant language
C#
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Description

Expected Behavior

Scheduled Events are triggered after consolidators/indicators are updated.

Actual Behavior

Scheduled Events are triggered before consolidators/indicators are updated.

Potential Solution

Reorganize the calls.

Reproducing the Problem
namespace QuantConnect.Algorithm.CSharp {
    public class SwimmingBlackArmadillo : QCAlgorithm {
        private int _day = 0;
		
        public override void Initialize() {
            SetStartDate(2021, 5, 1);

            AddEquity("SPY");
            SMA("SPY", 5).Updated += OnSmaUpdated;

            Schedule.On(DateRules.EveryDay("SPY"), TimeRules.AfterMarketOpen("SPY", 1),
            	() => Log($"AfterMarketOpen on {Time}")
            );
        }

        private void OnSmaUpdated(object sender, IndicatorDataPoint updated) {
            if (_day == updated.EndTime.Day) return;

            _day = updated.EndTime.Day;
            Log($"OnSmaUpdated on {Time}");
        }
    }
}
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

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start in AlgorithmManager at the scheduling and consolidator/indicator update flow, using the C# reproducer in the issue to trace the call order. Verify the change by confirming that the scheduled event logs after OnSmaUpdated for the same market time.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
backend
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
38/100

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