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Hello,
To understand the backtesting engine, I run a very simple test - just printing the price of a security at a certain time of each day. The logs are confusing at the beggining (see below). There are two entries per day with the price of 0. Afterwards they make sense. What is the meaning of these entries?
Thanks!
2015-01-02 00:00:00 Fired at: 1/1/2015 3:55:00 PM, Price: 0
2015-01-02 15:55:00 Fired at: 1/2/2015 3:55:00 PM, Price: 0
2015-01-04 00:00:00 Fired at: 1/3/2015 3:55:00 PM, Price: 0
2015-01-04 17:01:00 Fired at: 1/4/2015 3:55:00 PM, Price: 0
2015-01-05 15:55:00 Fired at: 1/5/2015 3:55:00 PM, Price: 1.194455
2015-01-06 15:55:00 Fired at: 1/6/2015 3:55:00 PM, Price: 1.18986
2015-01-07 15:55:00 Fired at: 1/7/2015 3:55:00 PM, Price: 1.183345
2015-01-08 15:55:00 Fired at: 1/8/2015 3:55:00 PM, Price: 1.178975
Alexandre Catarino
The prices are zero, because the algorithms starts in a day that the exchange is closed: January 1st.
However, we use the price from the previous day (December 31st) for seeding, so that prices are not zero at start.
We are going to look into it ASAP.
It is also showing logs from dates that the exchange is closed.
To avoid that, we need to specify the symbol in the DateRules.EveryDay method:
Schedule.On(DateRules.EveryDay("EURUSD"), TimeRules.At(15, 55), DailyAction);On Sundays, the exchange is open, but after 15:55, so we are going to get a call right after the exchange open. E.g.:
2015-01-11 17:01:00 Fired at: 1/11/2015 3:55:00 PM, Price: 1.184315 2015-01-12 15:55:00 Fired at: 1/12/2015 3:55:00 PM, Price: 1.183425Ivan Popivanov
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