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Fetcher in Paper Trading not working


I am running an algorithm which takes csv from google drive. It runs as intended in backtest (attached) but when I simply started the Paper Trading, it is broken. Basically, the csv file can be successfully loaded from google drive, but data.fetched_assets is empty. Any idea why this is happening?

In Paper Trading:

for stock in data.fetcher_assets:   

returns nothing...

The Paper Trading started yesterday around 2pm and this post is based the result as of today 9:30am.

Many thanks!

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5979ecd9cc9c7553705ff971
There was a runtime error.
5 responses

Bump for answers... thanks!

Bump for answers... thanks! I really need to solve this...


This happens when your csv file does not contain rows with the current trading day as their timestamp ('Date' column). The reason why it works in the backtester is that values are automatically forward-filled for missing dates, but this is not true for paper and live trading.

To get around this, you need to create a post_func to forward-fill values. Here is an example:

def rename_col0(df):  
    df = df.fillna(method='ffill')  
    df = df.tshift(1, freq='b')  
    return df  

I hope this helps.


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Hi Ernesto,

Thanks a lot! This solved the problem!

Just a quick question: why we need

df = df.tshift(1, freq='b')  

in the code?



The tshift method shifts the timestamp index of the DataFrame created by fetch_csv, essentially giving you an entry for the current date. This is only necessary when the timestamps in your csv file ('Date' column) correspond to the actual date the signal values were seen.

This also prevents look-ahead bias. For example, if you computed a signal value for security X that corresponds to 08/02/2017, your algorithm should not have access to this value until 08/03/2017.