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Hi,
I used LEAN CLI to backtest binance crypto, then use 'lean report' function to create the report.html. I found the benchmark (in my case, it is BTCUSD) line missing in the graph.
The simple script as below:
class Temptest1(QCAlgorithm): def Initialize(self): self.SetTimeZone('UTC') self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash) self.UniverseSettings.Resolution = Resolution.Minute self.SetAccountCurrency("USD") self.SetBenchmark(Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Binance)) self.SetStartDate(2021, 4, 1) self.SetEndDate(2021, 4, 10) self.SetCash(20000) self.AddCrypto("BTCUSD", Resolution.Minute, Market.Binance) self.AddCrypto("ETHUSD", Resolution.Minute, Market.Binance) self.count=0 def OnData(self, data): """OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data """ self.count += 1 if self.count==1: self.MarketOrder(symbol='ETHUSD', quantity=1) The 'lean backtest' without error, and 'lean report --backtest-data-source-file' created the html. It only has ETHUSD line, and missing the benchmark BTCUSD line.Do we know why?Thanks,henry
Jasper van Merle
Hi Henry,
This is most likely a data issue. The benchmark internally subscribes to hourly data of the given symbol, even if your algorithm already subscribes to data of the same symbol with a lower resolution. Please make sure you got hourly BTCUSD data for Binance from 2021-04-01 until 2021-04-10.
Henry111
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