Single-date universe download also caches the next trading day

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評価

難易度
3/5
見積もり時間
1〜2日
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72/100
issue の種類
バグ
明瞭さ
明確に書かれている
活発さ
活発
技術スタック
csharp
領域
data

調査の方向性

Read Engine/DataFeeds/DownloaderDataProvider.cs around lines 175-176 and Common/DataUniverseDownloaderGetParameters.cs around line 81, then follow the universe branch in Fetch and UniverseExtensions.RunUniverseDownloader. Check existing tests for DownloaderDataProvider and add coverage for a single requested date and the completed-day cutoff; done means no next-day file is written and incomplete current-day data is not cached.

索引モデルが issue の本文から書いたものです。

説明

Problem

Fetching a single dated universe file downloads and writes the following trading day's universe too. If that following day is still in progress, partial data can be retained as a completed, date-based universe file and is not downloaded again.

Reproduction and observations

Use DownloaderDataProvider(IDataDownloader) with a deterministic downloader returning an underlying AAPL daily TradeBar and one AAPL option-contract daily TradeBar for each requested trade date, and empty enumerations for quote/open-interest requests. Configure Data as the relative data folder and create Data/option/usa/universes/aapl first.

  • Fetching Data/option/usa/universes/aapl/20241112.csv issues eight requests: four for November 12 and four for November 13. It can write both dated files even though only November 12 was requested.
  • Repeating this with yesterday's universe while today is a trading day writes today's universe file as well. Fetching today's file afterward makes zero new downloader requests:
requested-date=2026-11-10; extra-date-file=True; extra-fetch-new-requests=0

The latter check was run during the November 11 US session. A provider returning the current day's available bars can therefore leave an incomplete universe cached. This reproduces using previously supported relative paths, independently of absolute-path parsing.

Cause
  • Engine/DataFeeds/DownloaderDataProvider.cs:175-176 supplies processingDate through processingDate.AddDays(1) for a single universe-file request.
  • Common/DataUniverseDownloaderGetParameters.cs:81 uses Time.EachTradeableDay, whose end date is inclusive (Common/Time.cs:547-555).
  • The universe branch does not use the completed-data cutoff computed earlier in Fetch.
  • UniverseExtensions.RunUniverseDownloader writes a separate file for every enumerated date.
  • DownloaderDataProvider.NeedToDownload does not refresh existing date-based files.
Required outcome

A single-file universe request must not generate an unsolicited next-day file or cache an incomplete trading day's data. Cover both the requested date range and subsequent cache behavior. A suggestion is to pass the single processing date as both ends of the inclusive universe range, and enforce the completed-day cutoff for universe files too.

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