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Ensure AdvanceTime() runs only after full algorithm initialization#9284

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Martin-Molinero merged 8 commits intoQuantConnect:masterfrom
JosueNina:bug-9248-inconsistent-log-timestamp-in-warm-up
Feb 20, 2026
Merged

Ensure AdvanceTime() runs only after full algorithm initialization#9284
Martin-Molinero merged 8 commits intoQuantConnect:masterfrom
JosueNina:bug-9248-inconsistent-log-timestamp-in-warm-up

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@JosueNina
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@JosueNina JosueNina commented Feb 13, 2026

Description

Prevent calling AdvanceTime() when creating the ConsolidatorWrapper and instead wait until the algorithm is fully initialized, ensuring the warm up start time is calculated correctly to avoid inconsistencies between consolidatedBar.EndTime and IAlgorithm.Time.

Related Issue

Closes #9248

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

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 changed the title WIP: Register consolidators after warmup start time calculation Register consolidators after warmup start time calculation Feb 13, 2026
@JosueNina JosueNina force-pushed the bug-9248-inconsistent-log-timestamp-in-warm-up branch from a278bed to a149a83 Compare February 14, 2026 02:46
@JosueNina JosueNina force-pushed the bug-9248-inconsistent-log-timestamp-in-warm-up branch from a149a83 to e3283b4 Compare February 16, 2026 21:34
@JosueNina JosueNina changed the title Register consolidators after warmup start time calculation Ensure AdvanceTime() runs only after full algorithm initialization Feb 17, 2026
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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 7333dd3 into QuantConnect:master Feb 20, 2026
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Inconsistent Log Timestamp in Warm Up

3 participants