Description
Example:
The backtest goes from 2020-01-01 to 2020-12-31. When retrieving 4 days of history using the to parameter of state.interface.history I'd expect it to get 2019-12-28 to 2019-12-31.
Instead it gets 3 days of history skipping the previous day, e.g., 2021-10-28 - 2021-10-30.
This workaround produces what I expect:
state.variables.history = state.interface.history(
symbol,
4,
end_date=datetime.utcfromtimestamp(state.time) + timedelta(days=2),
return_as='deque',
resolution=state.resolution,
)
settings.json
{
"settings": {
"use_sandbox_websockets": false,
"websocket_buffer_size": 10000,
"test_connectivity_on_auth": true,
"auto_truncate": false,
"global_shorting": false,
"simulate_margin": true,
"coinbase_pro": {
"cash": "USD"
},
"binance": {
"cash": "USDT",
"binance_tld": "com"
},
"binance_futures": {
"cash": "USDT",
"margin_type": "USDT-M"
},
"alpaca": {
"websocket_stream": "iex",
"cash": "USD",
"enable_shorting": true,
"use_yfinance": false
},
"oanda": {
"cash": "USD"
},
"okx": {
"cash": "USDT"
},
"keyless": {
"cash": "USD"
},
"kucoin": {
"cash": "USDT"
},
"ftx": {
"cash": "USD",
"ftx_tld": "com"
},
"ftx_futures": {
"cash": "USD",
"ftx_tld": "com"
},
"paper": {
"price_source": "api"
}
}
}
backtest.json (if applicable)
{
"price_data": {
"assets": []
},
"settings": {
"use_price": "close",
"smooth_prices": false,
"GUI_output": true,
"show_tickers_with_zero_delta": false,
"save_initial_account_value": true,
"show_progress_during_backtest": true,
"cache_location": "./price_caches",
"continuous_caching": true,
"resample_account_value_for_metrics": "1d",
"quote_account_value_in": "USDT",
"ignore_user_exceptions": true,
"risk_free_return_rate": 0.0,
"benchmark_symbol": null
}
}
Platform Info
- Python version: 3.10
- Platform: Linux
Description
Example:
The backtest goes from 2020-01-01 to 2020-12-31. When retrieving 4 days of history using the
toparameter ofstate.interface.historyI'd expect it to get 2019-12-28 to 2019-12-31.Instead it gets 3 days of history skipping the previous day, e.g., 2021-10-28 - 2021-10-30.
This workaround produces what I expect:
settings.json
{ "settings": { "use_sandbox_websockets": false, "websocket_buffer_size": 10000, "test_connectivity_on_auth": true, "auto_truncate": false, "global_shorting": false, "simulate_margin": true, "coinbase_pro": { "cash": "USD" }, "binance": { "cash": "USDT", "binance_tld": "com" }, "binance_futures": { "cash": "USDT", "margin_type": "USDT-M" }, "alpaca": { "websocket_stream": "iex", "cash": "USD", "enable_shorting": true, "use_yfinance": false }, "oanda": { "cash": "USD" }, "okx": { "cash": "USDT" }, "keyless": { "cash": "USD" }, "kucoin": { "cash": "USDT" }, "ftx": { "cash": "USD", "ftx_tld": "com" }, "ftx_futures": { "cash": "USD", "ftx_tld": "com" }, "paper": { "price_source": "api" } } }backtest.json (if applicable)
{ "price_data": { "assets": [] }, "settings": { "use_price": "close", "smooth_prices": false, "GUI_output": true, "show_tickers_with_zero_delta": false, "save_initial_account_value": true, "show_progress_during_backtest": true, "cache_location": "./price_caches", "continuous_caching": true, "resample_account_value_for_metrics": "1d", "quote_account_value_in": "USDT", "ignore_user_exceptions": true, "risk_free_return_rate": 0.0, "benchmark_symbol": null } }Platform Info