QuantConnect / QuantConnect/Lean

Double OnData Call When Add Subcription in Scheduled Event

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Dominant language
C#
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Description

Expected Behavior

OnData is called once per period.

Actual Behavior

OnData is called more than once when we add a subscription during a scheduled event

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.cloud/backtest/c932358231d295109bcb90e66e26fa74/?theme=chrome

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  • 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 with the linked QuantConnect backtest and trace how adding a subscription during a scheduled event affects OnData dispatch. Compare the event flow with the expected once-per-period behavior, then add a regression test covering subscription changes during scheduled events. Done means OnData is called only once per period in that scenario.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
backend
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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