Description

Fixed a bug in SessionConsolidator where feeding daily bars manually via Update() was only producing half the expected consolidations. Root cause was that after each consolidation the working bar time was being overridden, losing track of the correct next trading day.

Related Issue

Closes #9353

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

It was tested using unit tests.

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>