As stated in the title: when I run the backtest it looks like handle_data is called continously through out one day - whereas I would expect it to run once a day or at the least show that it is running once every minute. From the attached image you can see that is seems to run at time 00:00:00 on the first day specified for the testing period. What could cause this? I have just made a simple algorithm here to show the problem, but I have the same problem in my primary algorithm.