Share New Research 
This is the command I run to run the backtest locally:
lean backtest 'Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--' --data-provider-historical 'Interactive Brokers'
The problem is backtest runs after all data is downloaded and I can see it in the data directory, but algorithm finishes right after warmup and there are no trades taken, meanwhile the same code on cloud runs fine and conducts the backtest correctly. These are the logs from the local backtest:
+ Expand
To use IB with QuantConnect you must use IBKR Mobile. This is done from your IB Account Manage Account -> Settings -> User Settings -> Security -> SecureLogin System. In the Secure Login System, select "IB Key Security via IBKR Mobile". Your account details are not saved on QuantConnect. Interactive BrokersLite accounts do not support API trading.Package source with Name: Package source 1 added successfully.The template "Solution File" was created successfully.The template "Class Library" was created successfully.Build succeeded in 1.7sinfo : X.509 certificate chain validation will use the fallback certificate bundle at'/usr/lib/dotnet/sdk/9.0.100/trustedroots/codesignctl.pem'.info : X.509 certificate chain validation will use the fallback certificate bundle at '/usr/lib/dotnet/sdk/9.0.100/trustedroots/timestampctl.pem'.info : Adding PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers' into project '/ModulesProject/ModulesProject.csproj'.info : Restoring packages for /ModulesProject/ModulesProject.csproj...info : Installed QuantConnect.Brokerages.InteractiveBrokers 2.5.16825 from /Modules to/root/.nuget/packages/quantconnect.brokerages.interactivebrokers/2.5.16825 with content hashieD/h0cjOnFUvPPQieMV8FuFr2qwYmhe2AcM+J7KHN+4IS+3/y0bIr2YThhPQYk+LvKrpuFkccTRkktLwe9A+A==.info : GET https://api.nuget.org/v3/vulnerabilities/index.jsoninfo : OK https://api.nuget.org/v3/vulnerabilities/index.json 29msinfo : GET https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.jsoninfo : GET https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.jsoninfo : OK https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json 27msinfo : OK https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json 69mswarn : NU1903: Package 'DotNetZip' 1.16.0 has a known high severity vulnerability, https://github.com/advisories/GHSA-xhg6-9j5j-w4vfwarn : NU1904: Package 'System.Drawing.Common' 4.7.0 has a known critical severity vulnerability, https://github.com/advisories/GHSA-rxg9-xrhp-64gjinfo : Package 'QuantConnect.Brokerages.InteractiveBrokers' is compatible with all the specified frameworks in project'/ModulesProject/ModulesProject.csproj'.info : PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers' version '2.5.16825' added to file '/ModulesProject/ModulesProject.csproj'.info : Generating MSBuild file /Compile/obj/ModulesProject/ModulesProject.csproj.nuget.g.props.info : Generating MSBuild file /Compile/obj/ModulesProject/ModulesProject.csproj.nuget.g.targets.info : Writing assets file to disk. Path: /Compile/obj/ModulesProject/project.assets.jsonlog : Restored /ModulesProject/ModulesProject.csproj (in 2.74 sec).Build succeeded in 0.8sinfo : X.509 certificate chain validation will use the fallback certificate bundle at'/usr/lib/dotnet/sdk/9.0.100/trustedroots/codesignctl.pem'.info : X.509 certificate chain validation will use the fallback certificate bundle at '/usr/lib/dotnet/sdk/9.0.100/trustedroots/timestampctl.pem'.info : Adding PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' into project '/ModulesProject/ModulesProject.csproj'.info : Restoring packages for /ModulesProject/ModulesProject.csproj...info : GET https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/index.jsoninfo : OK https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/index.json 1309msinfo : GEThttps://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/2.5.16550/quantconnect.brokerages.interactivebrokers.2.5.16550.nupkginfo : OKhttps://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/2.5.16550/quantconnect.brokerages.interactivebrokers.2.5.16550.nupkg 28msinfo : Installed QuantConnect.Brokerages.InteractiveBrokers.ToolBox 2.5.16550 from /Modules to/root/.nuget/packages/quantconnect.brokerages.interactivebrokers.toolbox/2.5.16550 with content hashwlbRFBnaVsIiesNa7Fnwu2IX1vmnqHWCZV0XWgy1py4pJGruAuH1NqlrVXVhLsMTxP+flDjZPMRfRcODNcsT9Q==.info : Installed QuantConnect.Brokerages.InteractiveBrokers 2.5.16550 from https://api.nuget.org/v3/index.json to/root/.nuget/packages/quantconnect.brokerages.interactivebrokers/2.5.16550 with content hashTlijqL/ZhUI6C1TfSf8tMSn7GIlSjcrcqbwBy/CbFOVyPmllgHOIYqL/YGzlMZVZqGG0TskibD3Ffwn/yWr9Mg==.info : CACHE https://api.nuget.org/v3/vulnerabilities/index.jsoninfo : CACHE https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.jsoninfo : CACHE https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.jsonwarn : NU1903: Package 'DotNetZip' 1.16.0 has a known high severity vulnerability, https://github.com/advisories/GHSA-xhg6-9j5j-w4vfwarn : NU1904: Package 'System.Drawing.Common' 4.7.0 has a known critical severity vulnerability, https://github.com/advisories/GHSA-rxg9-xrhp-64gjinfo : Package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' is compatible with all the specified frameworks in project'/ModulesProject/ModulesProject.csproj'.info : PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' version '2.5.16550' added to file'/ModulesProject/ModulesProject.csproj'.info : Writing assets file to disk. Path: /Compile/obj/ModulesProject/project.assets.jsonlog : Restored /ModulesProject/ModulesProject.csproj (in 2.66 sec).20241227 06:38:15.640 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:20241227 06:38:15.653 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value:20241227 06:38:15.656 TRACE:: Config.GetValue(): project-id - Using default value: 020241227 06:38:15.656 TRACE:: Config.Get(): Configuration key not found. Key: api-url - Using default value: https://www.quantconnect.com/api/v2/20241227 06:38:15.657 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:20241227 06:38:15.660 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug20241227 06:38:15.700 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.42.0, Culture=neutral, PublicKeyToken=5000fea6cba702dd20241227 06:38:15.761 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: murtaza-Veriton-M200-H8120241227 06:38:15.770 TRACE:: Engine.Main(): Started 6:38 AM20241227 06:38:15.782 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager20241227 06:38:15.819 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 12020241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 144020241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 1820241227 06:38:15.874 TRACE:: Config.GetValue(): storage-limit - Using default value: 1073741824020241227 06:38:15.874 TRACE:: Config.GetValue(): storage-permissions - Using default value: 320241227 06:38:15.874 TRACE:: Config.Get(): Configuration key not found. Key: optimization-id - Using default value:20241227 06:38:15.874 TRACE:: Config.Get(): Configuration key not found. Key: backtest-name - Using default value: local20241227 06:38:15.879 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value:20241227 06:38:15.880 TRACE:: Config.Get(): Configuration key not found. Key: python-venv - Using default value:20241227 06:38:15.880 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value:20241227 06:38:15.880 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 020241227 06:38:15.882 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default value: DataPermissionManager20241227 06:38:15.901 TRACE:: Config.GetValue(): downloader-data-update-period - Using default value: 720241227 06:38:20.125 TRACE:: Config.GetValue(): ib-response-timeout - Using default value: 30020241227 06:38:20.125 TRACE:: Config.GetValue(): ib-no-submission-orders-response-timeout - Using default value: 1020241227 06:38:20.125 TRACE:: Config.GetValue(): ib-combo-order-fill-timeout - Using default value: 3020241227 06:38:22.873 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): found no data aggregator instance, creatingQuantConnect.Lean.Engine.DataFeeds.AggregationManager20241227 06:38:22.885 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Starting IB Automater...20241227 06:38:22.905 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Setting execute permissions on IBAutomater.sh20241227 06:38:22.940 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): chmod +x IBAutomater.sh: process exit code: 020241227 06:38:22.940 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Loading IBGateway - Version: 985 - Path: /root/ibgateway -User: simily00420241227 06:38:22.941 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Searching for TWS JRE path20241227 06:38:22.941 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Install4J path: /root/ibgateway/.install4j20241227 06:38:22.963 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): File found: /root/ibgateway/.install4j/pref_jre.cfg20241227 06:38:22.977 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Directory found: /opt/i4j_jres/Oda-jK0QgTEmVssfllLP/1.8.0_20220241227 06:38:22.978 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway ini file: /root/Jts/jts.ini20241227 06:38:22.990 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway configuration file:/root/ibgateway/ibgateway.vmoptions20241227 06:38:22.999 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBAutomater process started - Id:188 - Name:IBAutomater.sh -InitializationTimeout:00:15:0020241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): UID PID PPID C SZ RSS PSR STIME TTYTIME CMD20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 1 0 31 68635723 274744 1 06:37 pts/000:00:07 dotnet QuantConnect.Lean.Launcher.dll20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 188 1 0 2571 3584 2 06:38 pts/000:00:00 /bin/bash /Lean/Launcher/bin/Debug/IBAutomater.sh /root/ibgateway-javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json20241227 06:38:23.090 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 189 188 0 3240 3200 0 06:38 pts/000:00:00 ps -AFH20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): UID PID PPID C SZ RSS PSR STIME TTYTIME CMD20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 1 0 27 68635723 275384 1 06:37 pts/000:00:07 dotnet QuantConnect.Lean.Launcher.dll20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 188 1 0 2571 3584 2 06:38 pts/000:00:00 /bin/bash /Lean/Launcher/bin/Debug/IBAutomater.sh /root/ibgateway-javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 193 188 0 3240 3200 3 06:38 pts/000:00:00 ps -AFH20241227 06:38:36.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway started20241227 06:38:37.713 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Picked up JAVA_TOOL_OPTIONS:-javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [IB Gateway] -Window name: [frame0]20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -Window name: [frame0]20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Main window - Window title: [IB Gateway] - Window name:[frame0]20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [IB API]20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Paper Trading]20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Trading mode: paper20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Use SSL checkbox not found20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Paper Log In]20241227 06:38:52.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [IB Gateway]- Window name: [frame0]20241227 06:38:52.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Loading...] -Window name: [frame1]20241227 06:38:52.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Loading...] -Window name: [frame1]20241227 06:38:53.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Loading...]- Window name: [frame1]20241227 06:38:53.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Connecting toserver (trying for another 19 seconds)...] - Window name: [frame2]20241227 06:38:53.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Connecting toserver (trying for another 19 seconds)...] - Window name: [frame2]20241227 06:39:05.205 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LogModuleConfigurator-Init: Log4j Ver2.x found on classpath20241227 06:39:05.205 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LogModuleConfigurator-Init: LogModuleConfigurator initializedwith Log4j Verd.x20241227 06:39:06.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Startingapplication...] - Window name: [frame2]20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Start running restart watcher thread...20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Finding main window...20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Found main window (Window title: [IB Gateway] - Window name:[frame1])20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Start running shutdown watcher thread...20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Warning] -Window name: [Warning]20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [I understand and accept]20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Warning] -Window name: [Warning]20241227 06:39:07.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [DU6445507 TraderWorkstation Configuration (Simulated Trading)] - Window name: [Configuration]20241227 06:39:07.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Unselect checkbox: [Read-Only API]20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Set API port textbox value: [4002]20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select checkbox: [Create API message log file]20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Unselect checkbox: [Use Account Groups with Allocation Methods]20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select checkbox: [Bypass Order Precautions for API Orders]20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select radio button: [Auto restart]20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Set restart time value: [11:45]20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Radio button: [PM] already selected20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Startingapplication...] - Window name: [frame2]20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [DU6445507Trader Workstation Configuration (Simulated Trading)] - Window name: [Configuration]20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -Window name: [IB Gateway]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): You have elected to have your trading platform restartautomatically on20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): a daily basis.20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived():20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): There are some considerations you would need to take intoaccount if you20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): select the auto restart: please click20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): here for more information.20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Pending Tasks] -Window name: [Pending Tasks]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [IB Gateway] -Window name: [IB Gateway]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [DU6445507 TraderWorkstation Configuration (Simulated Trading)] - Window name: [Configuration]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [View Logs] -Window name: [null]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Export Today Logs...]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [DU6445507Trader Workstation Configuration (Simulated Trading)] - Window name: [Configuration]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [View Logs] -Window name: [null]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Enter exportfilename] - Window name: [dialog0]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Open]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Enter exportfilename] - Window name: [dialog0]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Export Logs] -Window name: [null]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -Window name: [IB Gateway]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Finished exporting logs, closing export logs window20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Cancel]20241227 06:39:09.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Configuration settings updated.20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LoadIbServerInformation(): ServerName: cdc1.ibllc.com,ServerRegion: America20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [IB Gateway] -Window name: [IB Gateway]20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [View Logs] -Window name: [null]20241227 06:39:10.009 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway process found - Id:195 - Name:java20241227 06:39:10.009 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IB Automater initialized.20241227 06:39:10.017 TRACE:: InteractiveBrokersBrokerage.StartGatewayWeeklyRestartTask(): scheduled weekly restart to 12/29/2024 9:00:00 PM (in2.14:15:49.9873533)20241227 06:39:10.017 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Host: 127.0.0.1, Port: 4002, Account: DU6445507, AgentDescription:Individual20241227 06:39:10.031 TRACE:: InteractiveBrokersBrokerage.RunHeartBeatThread(): starting...20241227 06:39:10.034 TRACE:: ComboOrdersFillTimeoutMonitor.Start(): starting...20241227 06:39:10.040 TRACE:: InteractiveBrokersBrokerage.Connect(): Attempting to connect (1/5) ...20241227 06:39:10.041 TRACE:: InteractiveBrokersBrokerage.Disconnect(): Starting20241227 06:39:10.042 TRACE:: InteractiveBrokersBrokerage.Disconnect(): ended20241227 06:39:12.542 TRACE:: InteractiveBrokersBrokerage.Connect(): calling _client.ClientSocket.eConnect()20241227 06:39:12.694 TRACE:: InteractiveBrokersBrokerage.HandleConnectAck(): API client connected [Server Version: 176].20241227 06:39:12.696 TRACE:: InteractiveBrokersBrokerage.Connect(): IB message processing thread started: #2120241227 06:39:12.705 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: DU644550720241227 06:39:12.707 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): remove Client 020241227 06:39:12.746 TRACE:: InteractiveBrokersBrokerage.HandleNextValidID(): updating nextValidId from 0 to 120241227 06:39:12.746 TRACE:: InteractiveBrokersBrokerage.Connect(): IB next valid id received.20241227 06:39:12.752 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Downloading account data for DU644550720241227 06:39:12.753 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2104 - Market data farm connection is OK:usfarm20241227 06:39:12.755 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2106 - HMDS data farm connection is OK:ushmds20241227 06:39:12.755 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2158 - Sec-def data farm connection is OK:secdefil20241227 06:39:12.792 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: DU644550720241227 06:39:12.833 TRACE:: InteractiveBrokersBrokerage.HandleFamilyCodes(): Account id: *, Family code:20241227 06:39:12.905 TRACE:: Brokerage.OnAccountChanged(): Account USD Balance: 1049354.8820241227 06:39:12.916 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Finished account download for DU644550720241227 06:39:13.267 TRACE:: InteractiveBrokersBrokerage.HandleAccountSummary(): Request id: 1, Account: DU6445507, Tag: AccountType, Value: INDIVIDUAL,Currency:20241227 06:39:15.402 TRACE:: InteractiveBrokersBrokerage.Connect(): Restoring data subscriptions...20241227 06:39:15.416 TRACE:: Brokerage.OnMessage(): Reconnect - Code: Reconnect - Connect() finished successfully20241227 06:39:15.416 TRACE:: Connect() finished successfully20241227 06:39:15.448 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 1020241227 06:39:15.463 TRACE:: Config.Get(): Configuration key not found. Key: fundamental-data-provider - Using default value: CoarseFundamentalDataProvider20241227 06:39:15.467 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 144020241227 06:39:15.468 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 2020241227 06:39:15.476 TRACE:: Engine.Run(): Resource limits '0' CPUs. 2147483647 MB RAM.20241227 06:39:15.477 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items20241227 06:39:15.481 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 9020241227 06:39:15.483 TRACE:: PythonInitializer.Initialize(): start...PythonEngine.Initialize(): clr GetManifestResourceStream...20241227 06:39:15.737 TRACE:: PythonInitializer.Initialize(): ended20241227 06:39:15.739 TRACE:: AlgorithmPythonWrapper(): Python version 3.11.11 | packaged by conda-forge | (main, Dec 5 2024, 14:35:46) [GCC 13.3.0]:Importing python module mainTraceback (most recent call last):File "/opt/miniconda3/lib/python3.11/site-packages/tensorflow/python/pywrap_tensorflow.py", line 24, in <module>import sslFile "/opt/miniconda3/lib/python3.11/ssl.py", line 100, in <module>import _ssl # if we can't import it, let the error propagate^^^^^^^^^^^ImportError: /lib/x86_64-linux-gnu/libcrypto.so.3: version `OPENSSL_3.3.0' not found (required by/opt/miniconda3/lib/python3.11/lib-dynload/_ssl.cpython-311-x86_64-linux-gnu.so)Warning: Failed to load ssl module. Continuing without ssl support.2024-12-27 06:39:18.977467: E external/local_xla/xla/stream_executor/cuda/cuda_fft.cc:477] Unable to register cuFFT factory: Attempting to register factoryfor plugin cuFFT when one has already been registeredWARNING: All log messages before absl::InitializeLog() is called are written to STDERRE0000 00:00:1735281559.001166 593 cuda_dnn.cc:8310] Unable to register cuDNN factory: Attempting to register factory for plugin cuDNN when one hasalready been registeredE0000 00:00:1735281559.008393 593 cuda_blas.cc:1418] Unable to register cuBLAS factory: Attempting to register factory for plugin cuBLAS when one hasalready been registered2024-12-27 06:39:19.031644: I tensorflow/core/platform/cpu_feature_guard.cc:210] This TensorFlow binary is optimized to use available CPU instructions inperformance-critical operations.To enable the following instructions: AVX2 FMA, in other operations, rebuild TensorFlow with the appropriate compiler flags.20241227 06:39:21.768 TRACE:: AlgorithmPythonWrapper(): main successfully imported.20241227 06:39:21.776 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.20241227 06:39:21.785 TRACE:: Config.Get(): Configuration key not found. Key: databases-refresh-period - Using default value: 1.00:00:0020241227 06:39:21.925 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True20241227 06:39:21.930 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Storage. StorageFileCount 9999999. StorageLimit 10240MB20241227 06:39:21.937 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 1020241227 06:39:21.943 TRACE:: HistoryProviderManager.Initialize(): history providers [SubscriptionDataReaderHistoryProvider]20241227 06:39:21.947 TRACE:: BaseSetupHandler.Setup(LocalPlatform): UID: 180061, PID: 0, Version: 2.5.0.0, Source: WebIDE20241227 06:39:21.951 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value:2024-12-27 06:39:22.022118: E external/local_xla/xla/stream_executor/cuda/cuda_driver.cc:152] failed call to cuInit: INTERNAL: CUDA error: Failed call tocuInit: UNKNOWN ERROR (303)20241227 06:39:23.473 TRACE:: Event Name "EveryDay: 15", scheduled to run.20241227 06:39:23.474 TRACE:: Event Name "EveryDay: 14", scheduled to run.20241227 06:39:23.475 TRACE:: Event Name "WeekEnd: 18.02", scheduled to run.20241227 06:39:23.545 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 420241227 06:39:23.546 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 40020241227 06:39:23.546 TRACE:: WeightedWorkScheduler(): will use 4 workers and MaxWorkWeight is 40020241227 06:39:23.573 TRACE:: BaseSetupHandler.SetupCurrencyConversions():Account Type: MarginSymbol Quantity Conversion = Value in USDUSD: $ 100000.00 @ 1.00 = $100000-------------------------------------------------CashBook Total Value: $10000020241227 06:39:23.578 TRACE:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 100000.0020241227 06:39:23.579 TRACE:: SetUp Backtesting: User: 180061 ProjectId: 0 AlgoId: 111192892720241227 06:39:23.580 TRACE:: Dates: Start: 06/01/2024 End: 06/03/2024 Cash: ¤100,000.00 MaximumRuntime: 100.00:00:00 MaxOrders: 214748364720241227 06:39:23.583 TRACE:: BacktestingResultHandler(): Sample Period Set: 04.0020241227 06:39:23.585 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True20241227 06:39:23.586 TRACE:: JOB HANDLERS:DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeedSetup: QuantConnect.Lean.Engine.Setup.BacktestingSetupHandlerRealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandlerResults: QuantConnect.Lean.Engine.Results.BacktestingResultHandlerTransactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandlerObject Store: QuantConnect.Lean.Engine.Storage.LocalObjectStoreHistory Provider: QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManagerBrokerage: QuantConnect.Brokerages.Backtesting.BacktestingBrokerageData Provider: QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider20241227 06:39:23.617 TRACE:: Event Name "Daily Sampling", scheduled to run.20241227 06:39:23.617 TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 6/1/2024 12:00:00 AM Stop: 6/3/2024 11:59:59 PM Time: 5/31/2024 11:15:00 AMWarmup: True20241227 06:39:23.695 TRACE:: Debug: Launching analysis for 1111928927 with LEAN Engine v2.5.0.020241227 06:39:23.728 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:27.991 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:27.999 TRACE:: Brokerage.OnMessage(): Warning - Code: GetHistoryOpenInterest - IB does not provide open interest historical data20241227 06:39:27.999 TRACE:: IB does not provide open interest historical data20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:28.002 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:28.338 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:28.338 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:28.342 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:28.680 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:28.680 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:28.682 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:29.019 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:29.020 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:29.357 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:29.360 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:29.698 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:29.699 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:30.044 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:30.045 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:30.383 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:30.385 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:30.722 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:30.722 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:30.722 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:30.724 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:31.064 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:31.065 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...20241227 06:39:31.401 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ20241227 06:39:31.401 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ520241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA920241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW120241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D20241227 06:39:31.411 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feedSPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal20241227 06:39:31.832 TRACE:: Debug: Key is present20241227 06:39:31.832 TRACE:: Debug: self.last_week_value = 100000.020241227 06:39:31.832 TRACE:: Debug: DataConsolidator initialised for symbol NQ20241227 06:39:31.832 TRACE:: Debug: Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy dailybars set self.settings.daily_precise_end_time = False.20241227 06:39:31.832 TRACE:: Debug: Algorithm starting warm up...20241227 06:39:31.833 TRACE:: Log: Timezone: America/Los_Angeles20241227 06:39:31.833 TRACE:: Debug: Total weekly profit: 0.0Weekly Return: 0.020241227 06:39:31.833 TRACE:: Debug: Algorithm finished warming up.20241227 06:39:31.867 TRACE:: Synchronizer.GetEnumerator(): Exited thread.20241227 06:39:31.867 TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm...20241227 06:39:31.868 TRACE:: Engine.Run(): Exiting Algorithm Manager20241227 06:39:31.870 TRACE:: StopSafely(): Waiting for 'Isolator Thread' thread to stop...20241227 06:39:31.871 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...20241227 06:39:31.872 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.20241227 06:39:31.873 TRACE:: BacktestingResultHandler.Exit(): starting...20241227 06:39:31.873 TRACE:: BacktestingResultHandler.Exit(): Saving logs...20241227 06:39:31.874 TRACE:: Debug: Algorithm Id:(1111928927) completed in 8.28 seconds at 1k data points per second. Processing total of 9,598 datapoints.20241227 06:39:31.874 TRACE:: Debug: Your log was successfully created and can be retrieved from: /Results/1111928927-log.txt20241227 06:39:31.874 TRACE:: BacktestingResultHandler.Run(): Ending Thread...20241227 06:39:31.874 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop...20241227 06:39:31.949 TRACE::STATISTICS:: Total Orders 0STATISTICS:: Average Win 0%STATISTICS:: Average Loss 0%STATISTICS:: Compounding Annual Return 0%STATISTICS:: Drawdown 0%STATISTICS:: Expectancy 0STATISTICS:: Start Equity 100000STATISTICS:: End Equity 100000STATISTICS:: Net Profit 0%STATISTICS:: Sharpe Ratio 0STATISTICS:: Sortino Ratio 0STATISTICS:: Probabilistic Sharpe Ratio 0%STATISTICS:: Loss Rate 0%STATISTICS:: Win Rate 0%STATISTICS:: Profit-Loss Ratio 0STATISTICS:: Alpha 0STATISTICS:: Beta 0STATISTICS:: Annual Standard Deviation 0STATISTICS:: Annual Variance 0STATISTICS:: Information Ratio 0STATISTICS:: Tracking Error 0STATISTICS:: Treynor Ratio 0STATISTICS:: Total Fees $0.00STATISTICS:: Estimated Strategy Capacity $0STATISTICS:: Lowest Capacity AssetSTATISTICS:: Portfolio Turnover 0%STATISTICS:: OrderListHash d41d8cd98f00b204e9800998ecf8427e20241227 06:39:31.949 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet20241227 06:39:31.950 TRACE:: Engine.Run(): Disconnecting from brokerage...20241227 06:39:31.950 TRACE:: Engine.Run(): Disposing of setup handler...20241227 06:39:31.950 TRACE:: Engine.Main(): Analysis Completed and Results Posted.20241227 06:39:31.950 TRACE:: StopSafely(): Waiting for '' thread to stop...20241227 06:39:31.952 TRACE:: DataMonitor.GenerateReport():DATA USAGE:: Total data requests 34DATA USAGE:: Succeeded data requests 20DATA USAGE:: Failed data requests 14DATA USAGE:: Failed data requests percentage 41%DATA USAGE:: Total universe data requests 0DATA USAGE:: Succeeded universe data requests 0DATA USAGE:: Failed universe data requests 0DATA USAGE:: Failed universe data requests percentage 0%Engine.Main(): Analysis Complete.20241227 06:39:31.959 TRACE:: Engine.Main(): Packet removed from queue: 111192892720241227 06:39:31.959 TRACE:: LeanEngineSystemHandlers.Dispose(): start...20241227 06:39:31.960 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.20241227 06:39:31.960 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...20241227 06:39:31.962 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.20241227 06:39:31.962 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop...20241227 06:39:31.962 TRACE:: PythonInitializer.Shutdown(): start20241227 06:39:41.591 TRACE:: PythonInitializer.Shutdown(): ended20241227 06:39:41.591 TRACE:: Program.Main(): Exiting Lean...Successfully ran 'Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--' in the 'backtesting' environment and stored the output in 'Kara BT at--paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--/backtests/2024-12-27_12-07-55'
For reference I have attached the project down below logs from cloud backtest as well as the code that runs correctly. Please note that I have all the necessary futures data subscriptions from interactive brokers as well. Log from cloud backtest:
+ Expand
2024-05-31 11:15:00 Launching analysis for 3ccccb3142ae85ab3ca01f2c11ec11a2 with LEAN Engine v2.5.0.0.168282024-05-31 11:15:00 Key is present2024-05-31 11:15:00 self.last_week_value = 173980.72024-05-31 11:15:00 DataConsolidator initialised for symbol NQ2024-05-31 11:15:00 Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily bars set self.settings.daily_precise_end_time = False.2024-05-31 11:15:00 Algorithm starting warm up...2024-05-31 11:15:00 Timezone: America/Los_Angeles2024-06-01 17:00:00 Total weekly profit: -73980.70000000001Weekly Return: -0.4252236023880812024-06-01 17:00:00 Algorithm finished warming up.2024-06-02 15:15:00NQ YJHOAMPYKQGX2024-06-02 15:15:00 Order event function called2024-06-02 15:15:00 Order filled at order event2024-06-02 15:15:00 Entry Alert Pending2024-06-02 15:15:00 [🚀 ML Strategy NQ21M24 Trade Entry]Tag: ML_NQ21M24_20240602_1NTime : 2024-06-02 15:15:00 America/Los_AngelesTrade Details:Action: Opening a BUY (LONG) 📈 tradeEntry Level: 18560.02024-06-02 15:15:00 Buy condition met2024-06-02 15:15:00 [🚨 ML Predictive Performance NQ Alert]Date: 2024-06-02 15:15:00: America/Los_AngelesPredicted return for next candle:-0.06995315104722977Predicted return on the current candle:-NoneActual return on the current candle:-1.2975309654952656Current Position: Long📈Unrealized PnL: $-17.15🔴Last Traded Price: 18558.75⚠This is not an entry or exit signal2024-06-02 15:30:00 [🚨 ML Predictive Performance NQ Alert]Date: 2024-06-02 15:30:00: America/Los_AngelesPredicted return for next candle:-0.11397509276866913Predicted return on the current candle:-0.06995315104722977Actual return on the current candle:-0.07809975620505066Current Position: Long📈Unrealized PnL: $247.85🟢Last Traded Price: 18573.25⚠This is not an entry or exit signal2024-06-02 15:45:00 [🚨 ML Predictive Performance NQ Alert]Date: 2024-06-02 15:45:00: America/Los_AngelesPredicted return for next candle:-0.16815903782844543Predicted return on the current candle:-0.11397509276866913Actual return on the current candle:--0.036349194996310126Current Position: Long📈Unrealized PnL: $127.85🟢Last Traded Price: 18566.5⚠This is not an entry or exit signal2024-06-02 16:00:00 [🚨 ML Predictive Performance NQ Alert]Date: 2024-06-02 16:00:00: America/Los_AngelesPredicted return for next candle:-0.19208618998527527Predicted return on the current candle:-0.16815903782844543Actual return on the current candle:-0.005385899715855157Current Position: Long📈Unrealized PnL: $147.85🟢Last Traded Price: 18567.5⚠This is not an entry or exit signal2024-06-02 16:15:00 [🚨 ML Predictive Performance NQ Alert]Date: 2024-06-02 16:15:00: America/Los_AngelesPredicted return for next candle:-0.16175970435142517Predicted return on the current candle:-0.19208618998527527Actual return on the current candle:-0.05115158479525667Current Position: Long📈Unrealized PnL: $337.85🟢Last Traded Price: 18577.0⚠This is not an entry or exit signal2024-06-02 16:30:00 [🚨 ML Predictive Performance NQ Alert]Date: 2024-06-02 16:30:00: America/Los_AngelesPredicted return for next candle:-0.22678494453430176Predicted return on the current candle:-0.16175970435142517Actual return on the current candle:-0.09819153517111963Current Position: Long📈Unrealized PnL: $697.85🟢Last Traded Price: 18595.25⚠This is not an entry or exit signal.....
This is the main.py:
+ Expand
from trade_pipeline import TradePipeline, Portfolio, OpEnumfrom model_metadata import ModelMetadatafrom model_retriever import ModelRetrieverfrom AlgorithmImports import *from datetime import datetime, timedeltafrom pytz import timezoneimport trade as trimport notify as ntfrom process_data import DataPredictor, DataConsolidatorTrade, DataConsolidatorLogimport numpy as npfrom datetime import timeimport pandas as pdclass PipelineIntegratedKara(QCAlgorithm):def initialize(self):self.set_start_date(2024, 6, 1) # Start Dateself.set_end_date(2024, 6, 3) # End Dateself.set_cash(100000)self.set_time_zone(TimeZones.LosAngeles)self.log(f'Timezone: {self.time_zone}')self.debug_channel_tg = "-1002132280699"self.order_alerts_channel_tg = "-4065379058"self.email_address = ["murtazayusufali1@gmail.com", "sellmorehomes@gmail.com"]model_md = vars(ModelMetadata())self.pipeline = TradePipeline(model_md, ModelRetriever(self.object_store))# TODO: KARA-62 Sequence length should be read from model params and shouldn't be overwrittenself.pipeline.params['seq_length'] = 10self.bars_in_batch = self.pipeline.params['seq_length']self.BUY = 1self.SELL = -1self.stoploss = Falseself.stoploss_factor = 0.999self.trailingstop = Falseself.trailing_amount = 0.003#self.trades = {}self.current_bar_norm = [None]self.direction = [None]self.last_trade = Noneself.trade_list = {}self.previous_tag = {}self.storage_key = "LastWeekValuePaper" if self.LiveMode else "LastWeekValueBT"# Load last week's value from storageif self.ObjectStore.ContainsKey(self.storage_key):self.debug("Key is present")self.last_week_value = float(self.ObjectStore.Read(self.storage_key))else:self.debug("Key is not present")self.last_week_value = self.Portfolio.TotalPortfolioValueself.debug(f"self.last_week_value = {self.last_week_value}")equities = []# iterate over futures and store each one in a list and also the windowfutures = ['NQ']self.pipeline.securities.order = futuresself.futures = futures# A boolean value for each future and equity to determine if we want to trade it or just log the predictions for itfutures_to_trade_bool = [True]equities_to_trade_bool = []# The model is capable of predicting the future price every minute but we only want to trade every 15 minutesself.interval_to_trade_at_min = 15for i, future in enumerate(futures):setattr(self, future, self.add_future_settings(future))future_symbol = getattr(self, future).symbolif futures_to_trade_bool[i]:setattr(self, f'OnDataConsolidated{future}', DataConsolidatorTrade(future_symbol, self, future))else:setattr(self, f'OnDataConsolidated{future}', DataConsolidatorLog(future_symbol, self, future))window = self.dataconsolidate(future_symbol, minutes=15,consolidation=getattr(self, f'OnDataConsolidated{future}'))setattr(self, f'{future}_window', window)for i, equity in enumerate(equities):setattr(self, equity, self.add_equity(equity))equity_symbol = getattr(self, equity).symbolif equities_to_trade_bool[i]:setattr(self, f'OnDataConsolidated{equity}', DataConsolidatorTrade(equity_symbol, self, equity))else:setattr(self, f'OnDataConsolidated{equity}', DataConsolidatorLog(equity_symbol, self, equity))window = self.dataconsolidate(equity_symbol, minutes=15,consolidation=getattr(self, f'OnDataConsolidated{equity}'))setattr(self, f'{equity}_window', window)self.set_warm_up(165)self.Schedule.On(self.DateRules.EveryDay(),self.TimeRules.At(15, 0),self.start_of_the_session_alert)self.Schedule.On(self.DateRules.EveryDay(),self.TimeRules.At(14, 0),self.end_of_the_session_alert)self.schedule.on(self.date_rules.week_end(),self.time_rules.at(18,1),self.weekstats)self.predictions = {}self.exit_signal = "No Stats"self.exit_stats = "No Stats"self.exit_alert_pending = Falseself.entry_alert_pending = Falseself.last_trade_string = ""self.trade_string = ""def start_of_the_session_alert(self):alert = f"[ML Predictive Performance Alert]\n\nSession Active"if nt.NOTIFY:self.notify.telegram(self.debug_channel_tg, alert)def end_of_the_session_alert(self):alert = f"[ML Predictive Performance Alert]\n\nSession Inactive"if nt.NOTIFY:self.notify.telegram(self.debug_channel_tg, alert)def dataconsolidate(self, symbol, minutes, consolidation):window = RollingWindow[TradeBar](self.bars_in_batch+1)self.consolidate(symbol,timedelta(minutes=minutes),consolidation)return windowdef add_future_settings(self, symbol):return self.add_future(symbol,data_normalization_mode = DataNormalizationMode.RAW,data_mapping_mode = DataMappingMode.LAST_TRADING_DAY,contract_depth_offset = 0,extended_market_hours = True)def on_data(self, data):# Log the contract rollover events (it doesn't affect the trading)for changed_event in data.symbol_changed_events.Values:for future in self.futures:if changed_event.symbol == getattr(self, future).symbol:self.Log(f"Contract rollover from {changed_event.old_symbol} to {changed_event.new_symbol}")self.notify.telegram(self.debug_channel_tg, f"Contract Rollover Alert!!\n Future symbol changing from {changed_event.old_symbol} to {changed_event.new_symbol}")def handle_prediction(self, data):df = DataPredictor(data, self.bars_in_batch)()df = df.iloc[-(self.bars_in_batch+1):]bars = df[self.pipeline.features].valuestime_ser = df.index.valuesoperations, info = self.pipeline(np.array([bars]), time_ser, Portfolio)self.predictions = info['preds']operations = np.array(operations).flatten()preds = np.array(self.predictions).flatten()return operations, predsdef weekstats(self):current_value = self.Portfolio.TotalPortfolioValuetotalprofit = (current_value - self.last_week_value)weekly_return = (current_value - self.last_week_value) / self.last_week_valuestring_total = f'Total weekly profit: {totalprofit}\nWeekly Return: {weekly_return}'self.last_week_value = current_valueself.ObjectStore.Save(self.storage_key, str(self.last_week_value))self.debug(string_total)# To be uncommented when liveif nt.NOTIFY:self.notify.telegram(self.debug_channel_tg, string_total)for email in self.email_address:self.notify.email(email, "Weekly Results", string_total)self.last_trade = Nonedef get_next_tag(self, symbol):try:previous_tag = self.previous_tag[symbol]except:sess = 'D' if time(6, 30) <= self.time.time() <= time(14, 0) else 'N'previous_tag = f'ML_{symbol}_{self.time.strftime("%Y%m%d")}_0{sess}'self.previous_tag[symbol] = previous_tagsess = previous_tag[-1]number = int(previous_tag[previous_tag.rfind('_')+1:-1])date_prev_tag = previous_tag[:previous_tag.rfind('_')]date_prev_tag = date_prev_tag[date_prev_tag.rfind('_')+1:]date_prev_tag = datetime.strptime(date_prev_tag, "%Y%m%d").date()if sess=='D' and time(6, 30) <= self.time.time() <= time(14, 0) and self.time.date()==date_prev_tag:number += 1tag = previous_tag[:previous_tag.rfind('_')+1] + str(number) + sesselif sess=='N' and (time(6, 30) > self.time.time() or time(14, 0) < self.time.time()) and abs((self.time.date()-date_prev_tag).days) <= 1:number += 1tag = previous_tag[:previous_tag.rfind('_')+1] + str(number) + sesselse:date_today = self.time.strftime('%Y%m%d')sess = 'D' if time(6, 30) <= self.time.time() <= time(14, 0) else 'N'tag = 'ML_' + symbol + '_' + date_today + '_1' + sessreturn tagdef on_order_event(self, order_event):order = self.transactions.get_order_by_id(order_event.order_id)self.debug("Order event function called")if order_event.status == OrderStatus.FILLED:self.debug("Order filled at order event")if self.exit_alert_pending:self.debug("Exit Alert Pending")if len(self.trade_builder.closed_trades)>0:last_trade = self.trade_builder.closed_trades[-1]else:last_trade = []if last_trade == self.last_trade:returnself.last_trade = last_tradetrade_tag = self.get_next_tag(order.symbol.value)self.trade_list[self.previous_tag[order.symbol.value]] = self.last_tradeself.exit_signal, self.exit_stats = nt.debug_trade_statistics(self, order)if nt.NOTIFY and self.exit_signal!='No Stats':self.notify.telegram(self.order_alerts_channel_tg, self.exit_signal)self.notify.telegram(self.order_alerts_channel_tg, self.exit_stats)self.notify.telegram(self.debug_channel_tg, self.exit_signal)self.notify.telegram(self.debug_channel_tg, self.exit_stats)self.debug(self.exit_signal)self.debug(self.exit_stats)self.exit_alert_pending = Falseif self.entry_alert_pending:self.debug("Entry Alert Pending")if len(self.trade_builder.closed_trades)>0:self.last_trade = self.trade_builder.closed_trades[-1]else:self.last_trade = []trade_tag = self.get_next_tag(order.symbol.value)self.trade_string = nt.buy_sell_message(order, order_event, self.time, self.time_zone, trade_tag)self.notify.telegram(self.order_alerts_channel_tg, self.trade_string)self.notify.telegram(self.debug_channel_tg, self.trade_string)self.last_trade_string = self.trade_stringself.debug(self.trade_string)self.entry_alert_pending = Falseself.previous_tag[order.symbol.value] = trade_tag###############################Project##Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--###############################
Louis Szeto
Hi TEAM SAFI
I believe you're not using IBKR as the broker in your live algorithm. It is related to your IBKR setting since IB's API requires 2-factor authentication, so you need a mobile device to act as the IB key to deploy your algorithm.
Best
Louis
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