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How big of a data you have uploaded to Quantopian with fetch_data recently?

I have been trying to backtest this algorithm for a while now, but I always get the error that data was not processed within 360 seconds (fetch_csv), though I have ran this same test a few months ago without any problem.

Can anyone run this backtest of Accern News and Blog Backtest Results using Quantopian and confirm if they can or cannot run this backtest? I asked a friend and he could not run this backtest either. Is this 360 second time out a new addition to the backtest engine?

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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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: 566281118b6c331169af7ec1
There was a runtime error.
3 responses

Hi Jyotirmoy,

It seems what happened with this example was the data at this URL was changed. I believe that it used to be a shorter file, and now the file is too large to be read in under the time limit. My suggestion would be to copy a subset of the .csv to a new host and use a subset of the data in this notebook (I know at least one person has successfully done this before, but they didn't post it in the forums).

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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.

Can't run many of the Accern backtests because of the fetch_csv timeout. Able to download the 95MB referred to above manually.
Thought the csv would go to the server running the backtest engine that our browser communicates with, which would be fast, server to server, and then be adding/feeding relevant bits to the data object in each bar, and the browser minimally receive what it needs for display and logging, sometimes debug (if on). Why would csv content be sent to the client browser?

Generally if you're interested in using Accern's news sentiment data, I'd recommend using the Accern data natively built-into Quantopian. That data is available for use in backtesting and live trading. Further, the data updates daily and is available without reliance on fetcher. We have a sample strategy using it here: https://www.quantopian.com/posts/accern-alphaone-long-short

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.