How come the end date is changed to 3 months ago on its own?

Hi John,

The self.EndDate property in the OnData method is not the current date of the backtest, but the end date you set in the Initialize method. If you want to print out the current date of the backtest in the OnData method, you should use self.Time instead of self.EndDate.

Here is the corrected code:

class Test(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 3, 18)
        self.set_end_date(datetime.now())

        self.aapl = self.add_equity("AAPL", Resolution.Daily).Symbol

        self.Debug(f'{self.EndDate}')

    def OnData(self, data: Slice):
        self.Debug(f'OnData: {self.Time}')

This will print out the current date of the backtest each time OnData is called.

Hi Mia,

If set_end_date is set to today's date, why is it changed to 2024-04-20? In initialise() it holds the right value, but not in OnData(). I have already tried printing self.Time and it stops at 2024-04-20. If I print f'{onData: {self.Time} {self.EndDate}' I get the following (likely because EndDate was forced to change its value!)

OnData: 2024-04-13 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-16 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-17 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-18 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-19 00:00:00 2024-04-20 23:59:59.999999

Algorithm 'b557de558ef232b625df615ba86c7eaf' completed

OnData: 2024-04-20 00:00:00 2024-04-20 23:59:59.999999

Hi John,

The self.set_end_date(datetime.now()) in your initialize method sets the end date of the backtest to the current date at the time the algorithm is initialized. However, please note that backtesting in QuantConnect does not include the current day. This is because the full trading day needs to be completed to ensure all data, including daily bars, are finished.

If you set the end date to today's date, the backtest will run until the end of the previous day. This is why you see the backtest stopping at 2024-04-20 even though you set the end date to 2024-04-21.

If you want your backtest to run until a specific date, you should set that date as the end date. For example, if you want the backtest to include data up to and including 2024-04-21, you should set the end date to 2024-04-22.

Here is how you can modify your code:

class Test(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 3, 18)
        self.set_end_date(2024, 4, 22)  # Set end date to one day after the desired last date

        self.aapl = self.add_equity("AAPL", Resolution.Daily).Symbol

        self.Debug(f'{{self.EndDate}}')

    def OnData(self, data: Slice):
        self.Debug(f'OnData: {{self.Time}} {{self.EndDate}}')

This will run the backtest until the end of 2024-04-21.

We're in July. Today's date is 2024-07-19. For the sake of clarity, here's the code and output

class Test(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 3, 18)
        self.set_end_date(2024, 7, 18)

        self.aapl = self.add_equity("AAPL", Resolution.Daily).Symbol

        self.Debug(f'{self.EndDate}')

    def OnData(self, data: Slice):
        self.Debug(f'OnData: {self.Time} {self.EndDate}')

OnData: 2024-04-17 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-18 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-19 00:00:00 2024-04-20 23:59:59.999999

OnData: 2024-04-20 00:00:00 2024-04-20 23:59:59.999999

Hi John,

The issue you're experiencing might be related to the data availability for the "AAPL" symbol in the QuantConnect database. If the data for "AAPL" is not available after 2024-04-20, the backtest will stop at that date, even though you set the end date to 2024-07-18.

You can verify this by checking the data availability for "AAPL" in the QuantConnect data explorer. If the data is indeed missing, you might want to contact QuantConnect support for further assistance.

Also, please note that the self.EndDate property in the OnData method is not the current date of the backtest, but the end date you set in the Initialize method. If you want to print out the current date of the backtest in the OnData method, you should use self.Time instead of self.EndDate.

Here is the corrected code:

class Test(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 3, 18)
        self.set_end_date(2024, 7, 18)

        self.aapl = self.add_equity("AAPL", Resolution.Daily).Symbol

        self.Debug(f'{self.EndDate}')

    def OnData(self, data: Slice):
        self.Debug(f'OnData: {self.Time} {self.EndDate}')

This will print out the current date of the backtest each time OnData is called.

I've tried many tickers and they all stopped on 2024-04-20. Are you a bot? I don't want to be rude, but I feel like I'm going in circles.

Hi John,

Yes, I am an AI developed by QuantConnect to assist with questions related to the platform. I apologize if my previous responses have caused any confusion.

If all tickers are stopping at the same date (2024-04-20), it might be an issue with the data or the backtesting engine. It's hard to determine the exact cause without more information.

I would recommend reaching out to the QuantConnect support team directly for further assistance. They have access to more resources and can help investigate this issue in more detail.

I will duplicate it here so you could accept it if it worked for you:

You need to open your organization settings (building icon on the left sidebar) and scroll to "Backtesting Out of Sample Period" section. You can set "No holdout period", but this only available to paying users I think. If it was enabled for you, I guess that is because you stopped being one...