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Backtest date bug!

Has anyone seen this behavior? I have started to have this problem from two weeks ago when on occasion the backtest date range will not include the latest dates. I have tried in on multiple algos and even different browser. Sometimes it clears up after the overnight data load by Q but then it randomly shows up again in a few days.

for example today is March 20th and I can not select Monday March 19th as the last backdate test. I have reported this but no resolution.

19 responses

Hi Kamran,

Our backtest servers get yesterday's data overnight (we're located in the EST timezone). I wonder if you were trying to access the data while the servers were rolling over? Generally, data from the previous trading day will be available the next day by 6AM EST. Looking in the IDE now, I can see data for March 19th.

Cheers,
Alisa

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Hi Alisa,

Thanks for your note. I have been using the Q platform for a few years now and I am well aware of the data load cycles and when the information is available. However the issue I have reported is rather new and I have observed it on several occasions particularly after the weekends or sometimes during when the Friday of the previous week data was not available. The issue I reported yesterday resolved itself after 4 PM EST. That's why for you it was working. However when I reported the problem was during market hours on Tuesday and the Monday data could not be selected in the date range selector of the backtester.

I have a screen shot that I can send you via email if you like so you can see the symptom. I don't know how to paste an image in the forum post.

Thanks for your help.

I've been seeing the same thing -- I often can't select the previous trading day as the end date. Instead the latest date available is two trading days ago.

Also, sometimes I'll be able to select yesterday in the end date control but when I try to run the back test there's an error about the date being out of range.

Something definitely changed (broke) in the last couple weeks.

yep, exactly the symptom I am seeing. It started a couple of weeks ago or so. Its sporadic too. It seems like some data process is not completing and hence is not making that data available for the next day when it should be.

Interesting that the posts here mention this started a few weeks ago. That is also around the time the US went on Daylight Saving Time (March 11, 2018).

Thanks for the reports! We're working on reproducing it and will be in touch once we know more.

I'm fairly certain that on a Saturday morning in the past I was able to select Friday as the end date for a back test. That isn't possible anymore and the maximum end date often stays on Thursday until the following Tuesday.

Yes exactly. I have the symptom here too. I just took a screen shot with my system date an time. I am sending it to support. Someone needs to look at this.

Hi all,

We've identified this as a bug with our dataload scheduling that occurs on certain days - that's why the issues appear sporadic. We've got a fix for this testing in our staging environment and are going to ship it to production shortly. In the meantime, we also triggered the appropriate dataloads on production, so you should be able to backtest up to 3/23 today as expected.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Thanks Abhijeet, Glad you guys found the issue at last. This issue has been happening for a few weeks now.

Abhijeet, it is 10:40 AM April 11th and the data window for the 10th is not selectable again. This issue seems to be back!

Hi Kamran,

We're deploying servers now that should fix this problem. We've identified an intermittent race condition issue that can occur with our dataloads (which is what happened today) and are working on a more long-term fix.

Abhijeet, The date for Monday the April 23rd is again not selectable. Its Tuesday 1:30 PM EST.

This issue continues to be not fixed.

Thanks for pointing this out Kamran - we're deploying new servers that should fix the issue.

Guys are you aware that the backtest system is not updating today either? Today is April 25th and the last selectable date is April 20th from last Friday. No one has any urgency to fix this somehow?

Could you look into it?

Hmm, it's 10:59 CDT on April 25 and I can select April 24. Seems to work for me.

Thanks to Robert at support they applied a quick fix. It was not working ...

Thanks for reaching out and reporting this. The team just pushed a quick fix which should solve the problem. Let me know if you still see this issue after >>>refreshing your browser.

Best,

Robert Petteruti
Quantopian

Hi all, we applied a longer-term fix today that should improve timeliness of market data and the risk model each day.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Great news. Thanks Josh!