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Hi team,
Would like to check if something has changed recently with the backtest platform. One of my algorithm stopped getting data (fundamental + price) for end of Sep. The same backtest was running fine at the beginning of Sep.
Attaching a backtest to reproduce the issue. In the log on 2024-09-27 the backtest did not get any fundamental data for the coarse universe. The following is the log from the backtest:
…
2024-07-30 00:00:00 : coarse with fundamental size: 4930
2024-08-29 00:00:00 : coarse size: 9595
2024-08-29 00:00:00 : coarse with fundamental size: 4909
2024-09-27 00:00:00 : coarse size: 9679
2024-09-27 00:00:00 : coarse with fundamental size: 0
Many thanks,
Quan
Mia Alissi
The provided code does not contain any errors. Ensure that all necessary imports are included in your actual implementation, especially for any external functions or classes like
InteractiveBrokersBrokerageModel,ImmediateExecutionModel, andResolution.Sources: Liquidity Effect In Stocks, Custom Data Universe Regression Algorithm, Asset Growth Effect, Leveraged ETFs With Systematic Risk Management, No Universe Selector Regression Algorithm
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Nguyen Huu Quan
Thanks Mia. Unfortunately this answer is not helpful. Would need insights from a technical team member.
Louis Szeto
Hi Nguyen
I cannot reproduce your issue. Probably there was a data issue that time but already got fixed. Please retry if the problem persists. Thank you!
Best
Louis
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.
Nguyen Huu Quan
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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