This is the command I run to run the backtest locally:

  1. 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:

  1. To use IB with QuantConnect you must use IBKR Mobile. This is done from your IB Account Manage Account -> Settings -> User Settings -> Security -> Secure
  2. Login System. In the Secure Login System, select "IB Key Security via IBKR Mobile". Your account details are not saved on QuantConnect. Interactive Brokers
  3. Lite accounts do not support API trading.
  4. Package source with Name: Package source 1 added successfully.
  5. The template "Solution File" was created successfully.
  6. The template "Class Library" was created successfully.
  7. Build succeeded in 1.7s
  8. info : X.509 certificate chain validation will use the fallback certificate bundle at
  9. '/usr/lib/dotnet/sdk/9.0.100/trustedroots/codesignctl.pem'.
  10. info : X.509 certificate chain validation will use the fallback certificate bundle at '/usr/lib/dotnet/sdk/9.0.100/trustedroots/timestampctl.pem'.
  11. info : Adding PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers' into project '/ModulesProject/ModulesProject.csproj'.
  12. info : Restoring packages for /ModulesProject/ModulesProject.csproj...
  13. info : Installed QuantConnect.Brokerages.InteractiveBrokers 2.5.16825 from /Modules to
  14. /root/.nuget/packages/quantconnect.brokerages.interactivebrokers/2.5.16825 with content hash
  15. ieD/h0cjOnFUvPPQieMV8FuFr2qwYmhe2AcM+J7KHN+4IS+3/y0bIr2YThhPQYk+LvKrpuFkccTRkktLwe9A+A==.
  16. info : GET https://api.nuget.org/v3/vulnerabilities/index.json
  17. info : OK https://api.nuget.org/v3/vulnerabilities/index.json 29ms
  18. info : GET https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json
  19. info : GET https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json
  20. info : OK https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json 27ms
  21. info : OK https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json 69ms
  22. warn : NU1903: Package 'DotNetZip' 1.16.0 has a known high severity vulnerability, https://github.com/advisories/GHSA-xhg6-9j5j-w4vf
  23. warn : NU1904: Package 'System.Drawing.Common' 4.7.0 has a known critical severity vulnerability, https://github.com/advisories/GHSA-rxg9-xrhp-64gj
  24. info : Package 'QuantConnect.Brokerages.InteractiveBrokers' is compatible with all the specified frameworks in project
  25. '/ModulesProject/ModulesProject.csproj'.
  26. info : PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers' version '2.5.16825' added to file '/ModulesProject/ModulesProject.csproj'.
  27. info : Generating MSBuild file /Compile/obj/ModulesProject/ModulesProject.csproj.nuget.g.props.
  28. info : Generating MSBuild file /Compile/obj/ModulesProject/ModulesProject.csproj.nuget.g.targets.
  29. info : Writing assets file to disk. Path: /Compile/obj/ModulesProject/project.assets.json
  30. log : Restored /ModulesProject/ModulesProject.csproj (in 2.74 sec).
  31. Build succeeded in 0.8s
  32. info : X.509 certificate chain validation will use the fallback certificate bundle at
  33. '/usr/lib/dotnet/sdk/9.0.100/trustedroots/codesignctl.pem'.
  34. info : X.509 certificate chain validation will use the fallback certificate bundle at '/usr/lib/dotnet/sdk/9.0.100/trustedroots/timestampctl.pem'.
  35. info : Adding PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' into project '/ModulesProject/ModulesProject.csproj'.
  36. info : Restoring packages for /ModulesProject/ModulesProject.csproj...
  37. info : GET https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/index.json
  38. info : OK https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/index.json 1309ms
  39. info : GET
  40. https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/2.5.16550/quantconnect.brokerages.interactivebrokers.2.5.16550.nupkg
  41. info : OK
  42. https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/2.5.16550/quantconnect.brokerages.interactivebrokers.2.5.16550.nupkg 28ms
  43. info : Installed QuantConnect.Brokerages.InteractiveBrokers.ToolBox 2.5.16550 from /Modules to
  44. /root/.nuget/packages/quantconnect.brokerages.interactivebrokers.toolbox/2.5.16550 with content hash
  45. wlbRFBnaVsIiesNa7Fnwu2IX1vmnqHWCZV0XWgy1py4pJGruAuH1NqlrVXVhLsMTxP+flDjZPMRfRcODNcsT9Q==.
  46. info : Installed QuantConnect.Brokerages.InteractiveBrokers 2.5.16550 from https://api.nuget.org/v3/index.json to
  47. /root/.nuget/packages/quantconnect.brokerages.interactivebrokers/2.5.16550 with content hash
  48. TlijqL/ZhUI6C1TfSf8tMSn7GIlSjcrcqbwBy/CbFOVyPmllgHOIYqL/YGzlMZVZqGG0TskibD3Ffwn/yWr9Mg==.
  49. info : CACHE https://api.nuget.org/v3/vulnerabilities/index.json
  50. info : CACHE https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json
  51. info : CACHE https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json
  52. warn : NU1903: Package 'DotNetZip' 1.16.0 has a known high severity vulnerability, https://github.com/advisories/GHSA-xhg6-9j5j-w4vf
  53. warn : NU1904: Package 'System.Drawing.Common' 4.7.0 has a known critical severity vulnerability, https://github.com/advisories/GHSA-rxg9-xrhp-64gj
  54. info : Package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' is compatible with all the specified frameworks in project
  55. '/ModulesProject/ModulesProject.csproj'.
  56. info : PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' version '2.5.16550' added to file
  57. '/ModulesProject/ModulesProject.csproj'.
  58. info : Writing assets file to disk. Path: /Compile/obj/ModulesProject/project.assets.json
  59. log : Restored /ModulesProject/ModulesProject.csproj (in 2.66 sec).
  60. 20241227 06:38:15.640 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
  61. 20241227 06:38:15.653 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value:
  62. 20241227 06:38:15.656 TRACE:: Config.GetValue(): project-id - Using default value: 0
  63. 20241227 06:38:15.656 TRACE:: Config.Get(): Configuration key not found. Key: api-url - Using default value: https://www.quantconnect.com/api/v2/
  64. 20241227 06:38:15.657 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
  65. 20241227 06:38:15.660 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug
  66. 20241227 06:38:15.700 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.42.0, Culture=neutral, PublicKeyToken=5000fea6cba702dd
  67. 20241227 06:38:15.761 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: murtaza-Veriton-M200-H81
  68. 20241227 06:38:15.770 TRACE:: Engine.Main(): Started 6:38 AM
  69. 20241227 06:38:15.782 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager
  70. 20241227 06:38:15.819 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py
  71. 20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
  72. 20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
  73. 20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
  74. 20241227 06:38:15.874 TRACE:: Config.GetValue(): storage-limit - Using default value: 10737418240
  75. 20241227 06:38:15.874 TRACE:: Config.GetValue(): storage-permissions - Using default value: 3
  76. 20241227 06:38:15.874 TRACE:: Config.Get(): Configuration key not found. Key: optimization-id - Using default value:
  77. 20241227 06:38:15.874 TRACE:: Config.Get(): Configuration key not found. Key: backtest-name - Using default value: local
  78. 20241227 06:38:15.879 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value:
  79. 20241227 06:38:15.880 TRACE:: Config.Get(): Configuration key not found. Key: python-venv - Using default value:
  80. 20241227 06:38:15.880 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value:
  81. 20241227 06:38:15.880 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 0
  82. 20241227 06:38:15.882 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default value: DataPermissionManager
  83. 20241227 06:38:15.901 TRACE:: Config.GetValue(): downloader-data-update-period - Using default value: 7
  84. 20241227 06:38:20.125 TRACE:: Config.GetValue(): ib-response-timeout - Using default value: 300
  85. 20241227 06:38:20.125 TRACE:: Config.GetValue(): ib-no-submission-orders-response-timeout - Using default value: 10
  86. 20241227 06:38:20.125 TRACE:: Config.GetValue(): ib-combo-order-fill-timeout - Using default value: 30
  87. 20241227 06:38:22.873 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): found no data aggregator instance, creating
  88. QuantConnect.Lean.Engine.DataFeeds.AggregationManager
  89. 20241227 06:38:22.885 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Starting IB Automater...
  90. 20241227 06:38:22.905 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Setting execute permissions on IBAutomater.sh
  91. 20241227 06:38:22.940 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): chmod +x IBAutomater.sh: process exit code: 0
  92. 20241227 06:38:22.940 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Loading IBGateway - Version: 985 - Path: /root/ibgateway -
  93. User: simily004
  94. 20241227 06:38:22.941 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Searching for TWS JRE path
  95. 20241227 06:38:22.941 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Install4J path: /root/ibgateway/.install4j
  96. 20241227 06:38:22.963 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): File found: /root/ibgateway/.install4j/pref_jre.cfg
  97. 20241227 06:38:22.977 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Directory found: /opt/i4j_jres/Oda-jK0QgTEmVssfllLP/1.8.0_202
  98. 20241227 06:38:22.978 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway ini file: /root/Jts/jts.ini
  99. 20241227 06:38:22.990 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway configuration file:
  100. /root/ibgateway/ibgateway.vmoptions
  101. 20241227 06:38:22.999 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBAutomater process started - Id:188 - Name:IBAutomater.sh -
  102. InitializationTimeout:00:15:00
  103. 20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): UID PID PPID C SZ RSS PSR STIME TTY
  104. TIME CMD
  105. 20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 1 0 31 68635723 274744 1 06:37 pts/0
  106. 00:00:07 dotnet QuantConnect.Lean.Launcher.dll
  107. 20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 188 1 0 2571 3584 2 06:38 pts/0
  108. 00:00:00 /bin/bash /Lean/Launcher/bin/Debug/IBAutomater.sh /root/ibgateway
  109. -javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json
  110. 20241227 06:38:23.090 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 189 188 0 3240 3200 0 06:38 pts/0
  111. 00:00:00 ps -AFH
  112. 20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): UID PID PPID C SZ RSS PSR STIME TTY
  113. TIME CMD
  114. 20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 1 0 27 68635723 275384 1 06:37 pts/0
  115. 00:00:07 dotnet QuantConnect.Lean.Launcher.dll
  116. 20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 188 1 0 2571 3584 2 06:38 pts/0
  117. 00:00:00 /bin/bash /Lean/Launcher/bin/Debug/IBAutomater.sh /root/ibgateway
  118. -javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json
  119. 20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 193 188 0 3240 3200 3 06:38 pts/0
  120. 00:00:00 ps -AFH
  121. 20241227 06:38:36.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway started
  122. 20241227 06:38:37.713 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Picked up JAVA_TOOL_OPTIONS:
  123. -javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json
  124. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [IB Gateway] -
  125. Window name: [frame0]
  126. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -
  127. Window name: [frame0]
  128. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Main window - Window title: [IB Gateway] - Window name:
  129. [frame0]
  130. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [IB API]
  131. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Paper Trading]
  132. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Trading mode: paper
  133. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Use SSL checkbox not found
  134. 20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Paper Log In]
  135. 20241227 06:38:52.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [IB Gateway]
  136. - Window name: [frame0]
  137. 20241227 06:38:52.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Loading...] -
  138. Window name: [frame1]
  139. 20241227 06:38:52.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Loading...] -
  140. Window name: [frame1]
  141. 20241227 06:38:53.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Loading...]
  142. - Window name: [frame1]
  143. 20241227 06:38:53.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Connecting to
  144. server (trying for another 19 seconds)...] - Window name: [frame2]
  145. 20241227 06:38:53.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Connecting to
  146. server (trying for another 19 seconds)...] - Window name: [frame2]
  147. 20241227 06:39:05.205 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LogModuleConfigurator-Init: Log4j Ver2.x found on classpath
  148. 20241227 06:39:05.205 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LogModuleConfigurator-Init: LogModuleConfigurator initialized
  149. with Log4j Verd.x
  150. 20241227 06:39:06.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Starting
  151. application...] - Window name: [frame2]
  152. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Start running restart watcher thread...
  153. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Finding main window...
  154. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Found main window (Window title: [IB Gateway] - Window name:
  155. [frame1])
  156. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Start running shutdown watcher thread...
  157. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Warning] -
  158. Window name: [Warning]
  159. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [I understand and accept]
  160. 20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Warning] -
  161. Window name: [Warning]
  162. 20241227 06:39:07.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [DU6445507 Trader
  163. Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
  164. 20241227 06:39:07.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Unselect checkbox: [Read-Only API]
  165. 20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Set API port textbox value: [4002]
  166. 20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select checkbox: [Create API message log file]
  167. 20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Unselect checkbox: [Use Account Groups with Allocation Methods]
  168. 20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select checkbox: [Bypass Order Precautions for API Orders]
  169. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select radio button: [Auto restart]
  170. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Set restart time value: [11:45]
  171. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Radio button: [PM] already selected
  172. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]
  173. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Starting
  174. application...] - Window name: [frame2]
  175. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [DU6445507
  176. Trader Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
  177. 20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -
  178. Window name: [IB Gateway]
  179. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): You have elected to have your trading platform restart
  180. automatically on
  181. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): a daily basis.
  182. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived():
  183. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): There are some considerations you would need to take into
  184. account if you
  185. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): select the auto restart: please click
  186. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): here for more information.
  187. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]
  188. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Pending Tasks] -
  189. Window name: [Pending Tasks]
  190. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [IB Gateway] -
  191. Window name: [IB Gateway]
  192. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [DU6445507 Trader
  193. Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
  194. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [View Logs] -
  195. Window name: [null]
  196. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Export Today Logs...]
  197. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [DU6445507
  198. Trader Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
  199. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [View Logs] -
  200. Window name: [null]
  201. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Enter export
  202. filename] - Window name: [dialog0]
  203. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Open]
  204. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Enter export
  205. filename] - Window name: [dialog0]
  206. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Export Logs] -
  207. Window name: [null]
  208. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -
  209. Window name: [IB Gateway]
  210. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]
  211. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Finished exporting logs, closing export logs window
  212. 20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Cancel]
  213. 20241227 06:39:09.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Configuration settings updated.
  214. 20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LoadIbServerInformation(): ServerName: cdc1.ibllc.com,
  215. ServerRegion: America
  216. 20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [IB Gateway] -
  217. Window name: [IB Gateway]
  218. 20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [View Logs] -
  219. Window name: [null]
  220. 20241227 06:39:10.009 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway process found - Id:195 - Name:java
  221. 20241227 06:39:10.009 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IB Automater initialized.
  222. 20241227 06:39:10.017 TRACE:: InteractiveBrokersBrokerage.StartGatewayWeeklyRestartTask(): scheduled weekly restart to 12/29/2024 9:00:00 PM (in
  223. 2.14:15:49.9873533)
  224. 20241227 06:39:10.017 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Host: 127.0.0.1, Port: 4002, Account: DU6445507, AgentDescription:
  225. Individual
  226. 20241227 06:39:10.031 TRACE:: InteractiveBrokersBrokerage.RunHeartBeatThread(): starting...
  227. 20241227 06:39:10.034 TRACE:: ComboOrdersFillTimeoutMonitor.Start(): starting...
  228. 20241227 06:39:10.040 TRACE:: InteractiveBrokersBrokerage.Connect(): Attempting to connect (1/5) ...
  229. 20241227 06:39:10.041 TRACE:: InteractiveBrokersBrokerage.Disconnect(): Starting
  230. 20241227 06:39:10.042 TRACE:: InteractiveBrokersBrokerage.Disconnect(): ended
  231. 20241227 06:39:12.542 TRACE:: InteractiveBrokersBrokerage.Connect(): calling _client.ClientSocket.eConnect()
  232. 20241227 06:39:12.694 TRACE:: InteractiveBrokersBrokerage.HandleConnectAck(): API client connected [Server Version: 176].
  233. 20241227 06:39:12.696 TRACE:: InteractiveBrokersBrokerage.Connect(): IB message processing thread started: #21
  234. 20241227 06:39:12.705 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: DU6445507
  235. 20241227 06:39:12.707 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): remove Client 0
  236. 20241227 06:39:12.746 TRACE:: InteractiveBrokersBrokerage.HandleNextValidID(): updating nextValidId from 0 to 1
  237. 20241227 06:39:12.746 TRACE:: InteractiveBrokersBrokerage.Connect(): IB next valid id received.
  238. 20241227 06:39:12.752 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Downloading account data for DU6445507
  239. 20241227 06:39:12.753 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2104 - Market data farm connection is OK:usfarm
  240. 20241227 06:39:12.755 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2106 - HMDS data farm connection is OK:ushmds
  241. 20241227 06:39:12.755 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2158 - Sec-def data farm connection is OK:secdefil
  242. 20241227 06:39:12.792 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: DU6445507
  243. 20241227 06:39:12.833 TRACE:: InteractiveBrokersBrokerage.HandleFamilyCodes(): Account id: *, Family code:
  244. 20241227 06:39:12.905 TRACE:: Brokerage.OnAccountChanged(): Account USD Balance: 1049354.88
  245. 20241227 06:39:12.916 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Finished account download for DU6445507
  246. 20241227 06:39:13.267 TRACE:: InteractiveBrokersBrokerage.HandleAccountSummary(): Request id: 1, Account: DU6445507, Tag: AccountType, Value: INDIVIDUAL,
  247. Currency:
  248. 20241227 06:39:15.402 TRACE:: InteractiveBrokersBrokerage.Connect(): Restoring data subscriptions...
  249. 20241227 06:39:15.416 TRACE:: Brokerage.OnMessage(): Reconnect - Code: Reconnect - Connect() finished successfully
  250. 20241227 06:39:15.416 TRACE:: Connect() finished successfully
  251. 20241227 06:39:15.448 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10
  252. 20241227 06:39:15.463 TRACE:: Config.Get(): Configuration key not found. Key: fundamental-data-provider - Using default value: CoarseFundamentalDataProvider
  253. 20241227 06:39:15.467 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440
  254. 20241227 06:39:15.468 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20
  255. 20241227 06:39:15.476 TRACE:: Engine.Run(): Resource limits '0' CPUs. 2147483647 MB RAM.
  256. 20241227 06:39:15.477 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items
  257. 20241227 06:39:15.481 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 90
  258. 20241227 06:39:15.483 TRACE:: PythonInitializer.Initialize(): start...
  259. PythonEngine.Initialize(): clr GetManifestResourceStream...
  260. 20241227 06:39:15.737 TRACE:: PythonInitializer.Initialize(): ended
  261. 20241227 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]:
  262. Importing python module main
  263. Traceback (most recent call last):
  264. File "/opt/miniconda3/lib/python3.11/site-packages/tensorflow/python/pywrap_tensorflow.py", line 24, in <module>
  265. import ssl
  266. File "/opt/miniconda3/lib/python3.11/ssl.py", line 100, in <module>
  267. import _ssl # if we can't import it, let the error propagate
  268. ^^^^^^^^^^^
  269. ImportError: /lib/x86_64-linux-gnu/libcrypto.so.3: version `OPENSSL_3.3.0' not found (required by
  270. /opt/miniconda3/lib/python3.11/lib-dynload/_ssl.cpython-311-x86_64-linux-gnu.so)
  271. Warning: Failed to load ssl module. Continuing without ssl support.
  272. 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 factory
  273. for plugin cuFFT when one has already been registered
  274. WARNING: All log messages before absl::InitializeLog() is called are written to STDERR
  275. E0000 00:00:1735281559.001166 593 cuda_dnn.cc:8310] Unable to register cuDNN factory: Attempting to register factory for plugin cuDNN when one has
  276. already been registered
  277. E0000 00:00:1735281559.008393 593 cuda_blas.cc:1418] Unable to register cuBLAS factory: Attempting to register factory for plugin cuBLAS when one has
  278. already been registered
  279. 2024-12-27 06:39:19.031644: I tensorflow/core/platform/cpu_feature_guard.cc:210] This TensorFlow binary is optimized to use available CPU instructions in
  280. performance-critical operations.
  281. To enable the following instructions: AVX2 FMA, in other operations, rebuild TensorFlow with the appropriate compiler flags.
  282. 20241227 06:39:21.768 TRACE:: AlgorithmPythonWrapper(): main successfully imported.
  283. 20241227 06:39:21.776 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.
  284. 20241227 06:39:21.785 TRACE:: Config.Get(): Configuration key not found. Key: databases-refresh-period - Using default value: 1.00:00:00
  285. 20241227 06:39:21.925 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True
  286. 20241227 06:39:21.930 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Storage. StorageFileCount 9999999. StorageLimit 10240MB
  287. 20241227 06:39:21.937 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10
  288. 20241227 06:39:21.943 TRACE:: HistoryProviderManager.Initialize(): history providers [SubscriptionDataReaderHistoryProvider]
  289. 20241227 06:39:21.947 TRACE:: BaseSetupHandler.Setup(LocalPlatform): UID: 180061, PID: 0, Version: 2.5.0.0, Source: WebIDE
  290. 20241227 06:39:21.951 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value:
  291. 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 to
  292. cuInit: UNKNOWN ERROR (303)
  293. 20241227 06:39:23.473 TRACE:: Event Name "EveryDay: 15", scheduled to run.
  294. 20241227 06:39:23.474 TRACE:: Event Name "EveryDay: 14", scheduled to run.
  295. 20241227 06:39:23.475 TRACE:: Event Name "WeekEnd: 18.02", scheduled to run.
  296. 20241227 06:39:23.545 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 4
  297. 20241227 06:39:23.546 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400
  298. 20241227 06:39:23.546 TRACE:: WeightedWorkScheduler(): will use 4 workers and MaxWorkWeight is 400
  299. 20241227 06:39:23.573 TRACE:: BaseSetupHandler.SetupCurrencyConversions():
  300. Account Type: Margin
  301. Symbol Quantity Conversion = Value in USD
  302. USD: $ 100000.00 @ 1.00 = $100000
  303. -------------------------------------------------
  304. CashBook Total Value: $100000
  305. 20241227 06:39:23.578 TRACE:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 100000.00
  306. 20241227 06:39:23.579 TRACE:: SetUp Backtesting: User: 180061 ProjectId: 0 AlgoId: 1111928927
  307. 20241227 06:39:23.580 TRACE:: Dates: Start: 06/01/2024 End: 06/03/2024 Cash: ¤100,000.00 MaximumRuntime: 100.00:00:00 MaxOrders: 2147483647
  308. 20241227 06:39:23.583 TRACE:: BacktestingResultHandler(): Sample Period Set: 04.00
  309. 20241227 06:39:23.585 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
  310. 20241227 06:39:23.586 TRACE:: JOB HANDLERS:
  311. DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
  312. Setup: QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler
  313. RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
  314. Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler
  315. Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
  316. Object Store: QuantConnect.Lean.Engine.Storage.LocalObjectStore
  317. History Provider: QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager
  318. Brokerage: QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
  319. Data Provider: QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider
  320. 20241227 06:39:23.617 TRACE:: Event Name "Daily Sampling", scheduled to run.
  321. 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 AM
  322. Warmup: True
  323. 20241227 06:39:23.695 TRACE:: Debug: Launching analysis for 1111928927 with LEAN Engine v2.5.0.0
  324. 20241227 06:39:23.728 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  325. 20241227 06:39:27.991 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  326. 20241227 06:39:27.999 TRACE:: Brokerage.OnMessage(): Warning - Code: GetHistoryOpenInterest - IB does not provide open interest historical data
  327. 20241227 06:39:27.999 TRACE:: IB does not provide open interest historical data
  328. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  329. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  330. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  331. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  332. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  333. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  334. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  335. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  336. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  337. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  338. 20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  339. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  340. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  341. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  342. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  343. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  344. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  345. 20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  346. 20241227 06:39:28.002 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  347. 20241227 06:39:28.338 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  348. 20241227 06:39:28.338 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  349. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  350. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  351. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  352. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  353. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  354. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  355. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  356. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  357. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  358. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  359. 20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  360. 20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  361. 20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  362. 20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  363. 20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  364. 20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  365. 20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  366. 20241227 06:39:28.342 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  367. 20241227 06:39:28.680 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  368. 20241227 06:39:28.680 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  369. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  370. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  371. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  372. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  373. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  374. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  375. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  376. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  377. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  378. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  379. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  380. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  381. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  382. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  383. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  384. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  385. 20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  386. 20241227 06:39:28.682 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  387. 20241227 06:39:29.019 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  388. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  389. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  390. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  391. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  392. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  393. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  394. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  395. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  396. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  397. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  398. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  399. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  400. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  401. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  402. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  403. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  404. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  405. 20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  406. 20241227 06:39:29.020 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  407. 20241227 06:39:29.357 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  408. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  409. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  410. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  411. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  412. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  413. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  414. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  415. 20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  416. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  417. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  418. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  419. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  420. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  421. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  422. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  423. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  424. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  425. 20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  426. 20241227 06:39:29.360 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  427. 20241227 06:39:29.698 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  428. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  429. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  430. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  431. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  432. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  433. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  434. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  435. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  436. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  437. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  438. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  439. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  440. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  441. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  442. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  443. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  444. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  445. 20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  446. 20241227 06:39:29.699 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  447. 20241227 06:39:30.044 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  448. 20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  449. 20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  450. 20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  451. 20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  452. 20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  453. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  454. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  455. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  456. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  457. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  458. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  459. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  460. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  461. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  462. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  463. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  464. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  465. 20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  466. 20241227 06:39:30.045 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  467. 20241227 06:39:30.383 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  468. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  469. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  470. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  471. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  472. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  473. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  474. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  475. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  476. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  477. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  478. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  479. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  480. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  481. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  482. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  483. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  484. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  485. 20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  486. 20241227 06:39:30.385 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  487. 20241227 06:39:30.722 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  488. 20241227 06:39:30.722 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  489. 20241227 06:39:30.722 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  490. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  491. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  492. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  493. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  494. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  495. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  496. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  497. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  498. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  499. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  500. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  501. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  502. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  503. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  504. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  505. 20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  506. 20241227 06:39:30.724 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  507. 20241227 06:39:31.064 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  508. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  509. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  510. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  511. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  512. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  513. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  514. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  515. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  516. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  517. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  518. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  519. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  520. 20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  521. 20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  522. 20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  523. 20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  524. 20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  525. 20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  526. 20241227 06:39:31.065 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
  527. 20241227 06:39:31.401 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
  528. 20241227 06:39:31.401 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
  529. 20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
  530. 20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
  531. 20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
  532. 20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
  533. 20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
  534. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
  535. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
  536. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
  537. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
  538. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
  539. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
  540. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
  541. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
  542. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
  543. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
  544. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
  545. 20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
  546. 20241227 06:39:31.411 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed
  547. SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal
  548. 20241227 06:39:31.832 TRACE:: Debug: Key is present
  549. 20241227 06:39:31.832 TRACE:: Debug: self.last_week_value = 100000.0
  550. 20241227 06:39:31.832 TRACE:: Debug: DataConsolidator initialised for symbol NQ
  551. 20241227 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 daily
  552. bars set self.settings.daily_precise_end_time = False.
  553. 20241227 06:39:31.832 TRACE:: Debug: Algorithm starting warm up...
  554. 20241227 06:39:31.833 TRACE:: Log: Timezone: America/Los_Angeles
  555. 20241227 06:39:31.833 TRACE:: Debug: Total weekly profit: 0.0
  556. Weekly Return: 0.0
  557. 20241227 06:39:31.833 TRACE:: Debug: Algorithm finished warming up.
  558. 20241227 06:39:31.867 TRACE:: Synchronizer.GetEnumerator(): Exited thread.
  559. 20241227 06:39:31.867 TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm...
  560. 20241227 06:39:31.868 TRACE:: Engine.Run(): Exiting Algorithm Manager
  561. 20241227 06:39:31.870 TRACE:: StopSafely(): Waiting for 'Isolator Thread' thread to stop...
  562. 20241227 06:39:31.871 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
  563. 20241227 06:39:31.872 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
  564. 20241227 06:39:31.873 TRACE:: BacktestingResultHandler.Exit(): starting...
  565. 20241227 06:39:31.873 TRACE:: BacktestingResultHandler.Exit(): Saving logs...
  566. 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 data
  567. points.
  568. 20241227 06:39:31.874 TRACE:: Debug: Your log was successfully created and can be retrieved from: /Results/1111928927-log.txt
  569. 20241227 06:39:31.874 TRACE:: BacktestingResultHandler.Run(): Ending Thread...
  570. 20241227 06:39:31.874 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop...
  571. 20241227 06:39:31.949 TRACE::
  572. STATISTICS:: Total Orders 0
  573. STATISTICS:: Average Win 0%
  574. STATISTICS:: Average Loss 0%
  575. STATISTICS:: Compounding Annual Return 0%
  576. STATISTICS:: Drawdown 0%
  577. STATISTICS:: Expectancy 0
  578. STATISTICS:: Start Equity 100000
  579. STATISTICS:: End Equity 100000
  580. STATISTICS:: Net Profit 0%
  581. STATISTICS:: Sharpe Ratio 0
  582. STATISTICS:: Sortino Ratio 0
  583. STATISTICS:: Probabilistic Sharpe Ratio 0%
  584. STATISTICS:: Loss Rate 0%
  585. STATISTICS:: Win Rate 0%
  586. STATISTICS:: Profit-Loss Ratio 0
  587. STATISTICS:: Alpha 0
  588. STATISTICS:: Beta 0
  589. STATISTICS:: Annual Standard Deviation 0
  590. STATISTICS:: Annual Variance 0
  591. STATISTICS:: Information Ratio 0
  592. STATISTICS:: Tracking Error 0
  593. STATISTICS:: Treynor Ratio 0
  594. STATISTICS:: Total Fees $0.00
  595. STATISTICS:: Estimated Strategy Capacity $0
  596. STATISTICS:: Lowest Capacity Asset
  597. STATISTICS:: Portfolio Turnover 0%
  598. STATISTICS:: OrderListHash d41d8cd98f00b204e9800998ecf8427e
  599. 20241227 06:39:31.949 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet
  600. 20241227 06:39:31.950 TRACE:: Engine.Run(): Disconnecting from brokerage...
  601. 20241227 06:39:31.950 TRACE:: Engine.Run(): Disposing of setup handler...
  602. 20241227 06:39:31.950 TRACE:: Engine.Main(): Analysis Completed and Results Posted.
  603. 20241227 06:39:31.950 TRACE:: StopSafely(): Waiting for '' thread to stop...
  604. 20241227 06:39:31.952 TRACE:: DataMonitor.GenerateReport():
  605. DATA USAGE:: Total data requests 34
  606. DATA USAGE:: Succeeded data requests 20
  607. DATA USAGE:: Failed data requests 14
  608. DATA USAGE:: Failed data requests percentage 41%
  609. DATA USAGE:: Total universe data requests 0
  610. DATA USAGE:: Succeeded universe data requests 0
  611. DATA USAGE:: Failed universe data requests 0
  612. DATA USAGE:: Failed universe data requests percentage 0%
  613. Engine.Main(): Analysis Complete.
  614. 20241227 06:39:31.959 TRACE:: Engine.Main(): Packet removed from queue: 1111928927
  615. 20241227 06:39:31.959 TRACE:: LeanEngineSystemHandlers.Dispose(): start...
  616. 20241227 06:39:31.960 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
  617. 20241227 06:39:31.960 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...
  618. 20241227 06:39:31.962 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
  619. 20241227 06:39:31.962 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop...
  620. 20241227 06:39:31.962 TRACE:: PythonInitializer.Shutdown(): start
  621. 20241227 06:39:41.591 TRACE:: PythonInitializer.Shutdown(): ended
  622. 20241227 06:39:41.591 TRACE:: Program.Main(): Exiting Lean...
  623. Successfully ran 'Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--' in the 'backtesting' environment and stored the output in 'Kara BT at
  624. --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--/backtests/2024-12-27_12-07-55'
+ Expand

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:

  1. 2024-05-31 11:15:00 Launching analysis for 3ccccb3142ae85ab3ca01f2c11ec11a2 with LEAN Engine v2.5.0.0.16828
  2. 2024-05-31 11:15:00 Key is present
  3. 2024-05-31 11:15:00 self.last_week_value = 173980.7
  4. 2024-05-31 11:15:00 DataConsolidator initialised for symbol NQ
  5. 2024-05-31 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.
  6. 2024-05-31 11:15:00 Algorithm starting warm up...
  7. 2024-05-31 11:15:00 Timezone: America/Los_Angeles
  8. 2024-06-01 17:00:00 Total weekly profit: -73980.70000000001
  9. Weekly Return: -0.425223602388081
  10. 2024-06-01 17:00:00 Algorithm finished warming up.
  11. 2024-06-02 15:15:00
  12. NQ YJHOAMPYKQGX
  13. 2024-06-02 15:15:00 Order event function called
  14. 2024-06-02 15:15:00 Order filled at order event
  15. 2024-06-02 15:15:00 Entry Alert Pending
  16. 2024-06-02 15:15:00 [🚀 ML Strategy NQ21M24 Trade Entry]
  17. Tag: ML_NQ21M24_20240602_1N
  18. Time : 2024-06-02 15:15:00 America/Los_Angeles
  19. Trade Details:
  20. Action: Opening a BUY (LONG) 📈 trade
  21. Entry Level: 18560.0
  22. 2024-06-02 15:15:00 Buy condition met
  23. 2024-06-02 15:15:00 [🚨 ML Predictive Performance NQ Alert]
  24. Date: 2024-06-02 15:15:00: America/Los_Angeles
  25. Predicted return for next candle:-
  26. 0.06995315104722977
  27. Predicted return on the current candle:-
  28. None
  29. Actual return on the current candle:-
  30. 1.2975309654952656
  31. Current Position: Long📈
  32. Unrealized PnL: $-17.15🔴
  33. Last Traded Price: 18558.75
  34. âš  This is not an entry or exit signal
  35. 2024-06-02 15:30:00 [🚨 ML Predictive Performance NQ Alert]
  36. Date: 2024-06-02 15:30:00: America/Los_Angeles
  37. Predicted return for next candle:-
  38. 0.11397509276866913
  39. Predicted return on the current candle:-
  40. 0.06995315104722977
  41. Actual return on the current candle:-
  42. 0.07809975620505066
  43. Current Position: Long📈
  44. Unrealized PnL: $247.85🟢
  45. Last Traded Price: 18573.25
  46. âš  This is not an entry or exit signal
  47. 2024-06-02 15:45:00 [🚨 ML Predictive Performance NQ Alert]
  48. Date: 2024-06-02 15:45:00: America/Los_Angeles
  49. Predicted return for next candle:-
  50. 0.16815903782844543
  51. Predicted return on the current candle:-
  52. 0.11397509276866913
  53. Actual return on the current candle:-
  54. -0.036349194996310126
  55. Current Position: Long📈
  56. Unrealized PnL: $127.85🟢
  57. Last Traded Price: 18566.5
  58. âš  This is not an entry or exit signal
  59. 2024-06-02 16:00:00 [🚨 ML Predictive Performance NQ Alert]
  60. Date: 2024-06-02 16:00:00: America/Los_Angeles
  61. Predicted return for next candle:-
  62. 0.19208618998527527
  63. Predicted return on the current candle:-
  64. 0.16815903782844543
  65. Actual return on the current candle:-
  66. 0.005385899715855157
  67. Current Position: Long📈
  68. Unrealized PnL: $147.85🟢
  69. Last Traded Price: 18567.5
  70. âš  This is not an entry or exit signal
  71. 2024-06-02 16:15:00 [🚨 ML Predictive Performance NQ Alert]
  72. Date: 2024-06-02 16:15:00: America/Los_Angeles
  73. Predicted return for next candle:-
  74. 0.16175970435142517
  75. Predicted return on the current candle:-
  76. 0.19208618998527527
  77. Actual return on the current candle:-
  78. 0.05115158479525667
  79. Current Position: Long📈
  80. Unrealized PnL: $337.85🟢
  81. Last Traded Price: 18577.0
  82. âš  This is not an entry or exit signal
  83. 2024-06-02 16:30:00 [🚨 ML Predictive Performance NQ Alert]
  84. Date: 2024-06-02 16:30:00: America/Los_Angeles
  85. Predicted return for next candle:-
  86. 0.22678494453430176
  87. Predicted return on the current candle:-
  88. 0.16175970435142517
  89. Actual return on the current candle:-
  90. 0.09819153517111963
  91. Current Position: Long📈
  92. Unrealized PnL: $697.85🟢
  93. Last Traded Price: 18595.25
  94. âš  This is not an entry or exit signal
  95. .....
+ Expand

This is the main.py:

  1. from trade_pipeline import TradePipeline, Portfolio, OpEnum
  2. from model_metadata import ModelMetadata
  3. from model_retriever import ModelRetriever
  4. from AlgorithmImports import *
  5. from datetime import datetime, timedelta
  6. from pytz import timezone
  7. import trade as tr
  8. import notify as nt
  9. from process_data import DataPredictor, DataConsolidatorTrade, DataConsolidatorLog
  10. import numpy as np
  11. from datetime import time
  12. import pandas as pd
  13. class PipelineIntegratedKara(QCAlgorithm):
  14. def initialize(self):
  15. self.set_start_date(2024, 6, 1) # Start Date
  16. self.set_end_date(2024, 6, 3) # End Date
  17. self.set_cash(100000)
  18. self.set_time_zone(TimeZones.LosAngeles)
  19. self.log(f'Timezone: {self.time_zone}')
  20. self.debug_channel_tg = "-1002132280699"
  21. self.order_alerts_channel_tg = "-4065379058"
  22. self.email_address = ["murtazayusufali1@gmail.com", "sellmorehomes@gmail.com"]
  23. model_md = vars(ModelMetadata())
  24. self.pipeline = TradePipeline(model_md, ModelRetriever(self.object_store))
  25. # TODO: KARA-62 Sequence length should be read from model params and shouldn't be overwritten
  26. self.pipeline.params['seq_length'] = 10
  27. self.bars_in_batch = self.pipeline.params['seq_length']
  28. self.BUY = 1
  29. self.SELL = -1
  30. self.stoploss = False
  31. self.stoploss_factor = 0.999
  32. self.trailingstop = False
  33. self.trailing_amount = 0.003
  34. #self.trades = {}
  35. self.current_bar_norm = [None]
  36. self.direction = [None]
  37. self.last_trade = None
  38. self.trade_list = {}
  39. self.previous_tag = {}
  40. self.storage_key = "LastWeekValuePaper" if self.LiveMode else "LastWeekValueBT"
  41. # Load last week's value from storage
  42. if self.ObjectStore.ContainsKey(self.storage_key):
  43. self.debug("Key is present")
  44. self.last_week_value = float(self.ObjectStore.Read(self.storage_key))
  45. else:
  46. self.debug("Key is not present")
  47. self.last_week_value = self.Portfolio.TotalPortfolioValue
  48. self.debug(f"self.last_week_value = {self.last_week_value}")
  49. equities = []
  50. # iterate over futures and store each one in a list and also the window
  51. futures = ['NQ']
  52. self.pipeline.securities.order = futures
  53. self.futures = futures
  54. # A boolean value for each future and equity to determine if we want to trade it or just log the predictions for it
  55. futures_to_trade_bool = [True]
  56. equities_to_trade_bool = []
  57. # The model is capable of predicting the future price every minute but we only want to trade every 15 minutes
  58. self.interval_to_trade_at_min = 15
  59. for i, future in enumerate(futures):
  60. setattr(self, future, self.add_future_settings(future))
  61. future_symbol = getattr(self, future).symbol
  62. if futures_to_trade_bool[i]:
  63. setattr(self, f'OnDataConsolidated{future}', DataConsolidatorTrade(future_symbol, self, future))
  64. else:
  65. setattr(self, f'OnDataConsolidated{future}', DataConsolidatorLog(future_symbol, self, future))
  66. window = self.dataconsolidate(future_symbol, minutes=15,
  67. consolidation=getattr(self, f'OnDataConsolidated{future}'))
  68. setattr(self, f'{future}_window', window)
  69. for i, equity in enumerate(equities):
  70. setattr(self, equity, self.add_equity(equity))
  71. equity_symbol = getattr(self, equity).symbol
  72. if equities_to_trade_bool[i]:
  73. setattr(self, f'OnDataConsolidated{equity}', DataConsolidatorTrade(equity_symbol, self, equity))
  74. else:
  75. setattr(self, f'OnDataConsolidated{equity}', DataConsolidatorLog(equity_symbol, self, equity))
  76. window = self.dataconsolidate(equity_symbol, minutes=15,
  77. consolidation=getattr(self, f'OnDataConsolidated{equity}'))
  78. setattr(self, f'{equity}_window', window)
  79. self.set_warm_up(165)
  80. self.Schedule.On(self.DateRules.EveryDay(),
  81. self.TimeRules.At(15, 0),
  82. self.start_of_the_session_alert)
  83. self.Schedule.On(self.DateRules.EveryDay(),
  84. self.TimeRules.At(14, 0),
  85. self.end_of_the_session_alert)
  86. self.schedule.on(self.date_rules.week_end(),
  87. self.time_rules.at(18,1),
  88. self.weekstats)
  89. self.predictions = {}
  90. self.exit_signal = "No Stats"
  91. self.exit_stats = "No Stats"
  92. self.exit_alert_pending = False
  93. self.entry_alert_pending = False
  94. self.last_trade_string = ""
  95. self.trade_string = ""
  96. def start_of_the_session_alert(self):
  97. alert = f"[ML Predictive Performance Alert]\n\nSession Active"
  98. if nt.NOTIFY:
  99. self.notify.telegram(self.debug_channel_tg, alert)
  100. def end_of_the_session_alert(self):
  101. alert = f"[ML Predictive Performance Alert]\n\nSession Inactive"
  102. if nt.NOTIFY:
  103. self.notify.telegram(self.debug_channel_tg, alert)
  104. def dataconsolidate(self, symbol, minutes, consolidation):
  105. window = RollingWindow[TradeBar](self.bars_in_batch+1)
  106. self.consolidate(symbol,
  107. timedelta(minutes=minutes),
  108. consolidation)
  109. return window
  110. def add_future_settings(self, symbol):
  111. return self.add_future(symbol,
  112. data_normalization_mode = DataNormalizationMode.RAW,
  113. data_mapping_mode = DataMappingMode.LAST_TRADING_DAY,
  114. contract_depth_offset = 0,
  115. extended_market_hours = True)
  116. def on_data(self, data):
  117. # Log the contract rollover events (it doesn't affect the trading)
  118. for changed_event in data.symbol_changed_events.Values:
  119. for future in self.futures:
  120. if changed_event.symbol == getattr(self, future).symbol:
  121. self.Log(f"Contract rollover from {changed_event.old_symbol} to {changed_event.new_symbol}")
  122. 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}")
  123. def handle_prediction(self, data):
  124. df = DataPredictor(data, self.bars_in_batch)()
  125. df = df.iloc[-(self.bars_in_batch+1):]
  126. bars = df[self.pipeline.features].values
  127. time_ser = df.index.values
  128. operations, info = self.pipeline(np.array([bars]), time_ser, Portfolio)
  129. self.predictions = info['preds']
  130. operations = np.array(operations).flatten()
  131. preds = np.array(self.predictions).flatten()
  132. return operations, preds
  133. def weekstats(self):
  134. current_value = self.Portfolio.TotalPortfolioValue
  135. totalprofit = (current_value - self.last_week_value)
  136. weekly_return = (current_value - self.last_week_value) / self.last_week_value
  137. string_total = f'Total weekly profit: {totalprofit}\nWeekly Return: {weekly_return}'
  138. self.last_week_value = current_value
  139. self.ObjectStore.Save(self.storage_key, str(self.last_week_value))
  140. self.debug(string_total)
  141. # To be uncommented when live
  142. if nt.NOTIFY:
  143. self.notify.telegram(self.debug_channel_tg, string_total)
  144. for email in self.email_address:
  145. self.notify.email(email, "Weekly Results", string_total)
  146. self.last_trade = None
  147. def get_next_tag(self, symbol):
  148. try:
  149. previous_tag = self.previous_tag[symbol]
  150. except:
  151. sess = 'D' if time(6, 30) <= self.time.time() <= time(14, 0) else 'N'
  152. previous_tag = f'ML_{symbol}_{self.time.strftime("%Y%m%d")}_0{sess}'
  153. self.previous_tag[symbol] = previous_tag
  154. sess = previous_tag[-1]
  155. number = int(previous_tag[previous_tag.rfind('_')+1:-1])
  156. date_prev_tag = previous_tag[:previous_tag.rfind('_')]
  157. date_prev_tag = date_prev_tag[date_prev_tag.rfind('_')+1:]
  158. date_prev_tag = datetime.strptime(date_prev_tag, "%Y%m%d").date()
  159. if sess=='D' and time(6, 30) <= self.time.time() <= time(14, 0) and self.time.date()==date_prev_tag:
  160. number += 1
  161. tag = previous_tag[:previous_tag.rfind('_')+1] + str(number) + sess
  162. elif 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:
  163. number += 1
  164. tag = previous_tag[:previous_tag.rfind('_')+1] + str(number) + sess
  165. else:
  166. date_today = self.time.strftime('%Y%m%d')
  167. sess = 'D' if time(6, 30) <= self.time.time() <= time(14, 0) else 'N'
  168. tag = 'ML_' + symbol + '_' + date_today + '_1' + sess
  169. return tag
  170. def on_order_event(self, order_event):
  171. order = self.transactions.get_order_by_id(order_event.order_id)
  172. self.debug("Order event function called")
  173. if order_event.status == OrderStatus.FILLED:
  174. self.debug("Order filled at order event")
  175. if self.exit_alert_pending:
  176. self.debug("Exit Alert Pending")
  177. if len(self.trade_builder.closed_trades)>0:
  178. last_trade = self.trade_builder.closed_trades[-1]
  179. else:
  180. last_trade = []
  181. if last_trade == self.last_trade:
  182. return
  183. self.last_trade = last_trade
  184. trade_tag = self.get_next_tag(order.symbol.value)
  185. self.trade_list[self.previous_tag[order.symbol.value]] = self.last_trade
  186. self.exit_signal, self.exit_stats = nt.debug_trade_statistics(self, order)
  187. if nt.NOTIFY and self.exit_signal!='No Stats':
  188. self.notify.telegram(self.order_alerts_channel_tg, self.exit_signal)
  189. self.notify.telegram(self.order_alerts_channel_tg, self.exit_stats)
  190. self.notify.telegram(self.debug_channel_tg, self.exit_signal)
  191. self.notify.telegram(self.debug_channel_tg, self.exit_stats)
  192. self.debug(self.exit_signal)
  193. self.debug(self.exit_stats)
  194. self.exit_alert_pending = False
  195. if self.entry_alert_pending:
  196. self.debug("Entry Alert Pending")
  197. if len(self.trade_builder.closed_trades)>0:
  198. self.last_trade = self.trade_builder.closed_trades[-1]
  199. else:
  200. self.last_trade = []
  201. trade_tag = self.get_next_tag(order.symbol.value)
  202. self.trade_string = nt.buy_sell_message(order, order_event, self.time, self.time_zone, trade_tag)
  203. self.notify.telegram(self.order_alerts_channel_tg, self.trade_string)
  204. self.notify.telegram(self.debug_channel_tg, self.trade_string)
  205. self.last_trade_string = self.trade_string
  206. self.debug(self.trade_string)
  207. self.entry_alert_pending = False
  208. self.previous_tag[order.symbol.value] = trade_tag
  209. ##############################
  210. #Project#
  211. #Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--#
  212. ##############################
+ Expand

Author

TEAM SAFI

December 2024