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Hello quants.
We will definitely purchase QC soon for our team (including data), but we are in the process of prototyping, so for now we can still use CLI with sample data.
And this brings up a weird issue.
Once I ≤an∈it a strategy, I explore the data folder and I see I have full DAILY data since 1998 for some securities like SPY and AAPL. That's great, it means I can test a strategy with the faster CLI workflow, faster local editor and debugger.
Except, I cannot manage to get any results.
I ensured my resolution is DAILY instead of MINUTES, but still no results.
I also ensured by start and end date fits the sample data which ends on march 31 2021 (I set self.SetStartDate(2020,9,1)self.SetEndDate(2021,3,30))
Derek Melchin
Hi Paulduring,
It could be an issue with the algorithm. Have you tested it in the cloud?
Best,
Derek Melchin
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Paulduring
In the cloud it works correctly.
Feature wise the algorithm uses an indicator, a consolidator, warmup, it uses tickets and prints debug.
Any idea what it could be?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Derek Melchin
Hi Paulduring,
We were unable to reproduce the issue. Can you share the algorithm?
Best,
Derek Melchin
Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Paulduring
I will try to reduce it to a point we can still repro and share it.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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