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Logging starts from 1970?

I wrote the following simple code in IDE

def initialize(context):  
    print("The backtester initialized at : "+str(get_datetime()))  

And the result is the following:

1970-01-01 02:00 PRINT The backtester initialized at : 2010-01-04 00:00:00+00:00

2010 is a reasonable date which I set as starting time. But what is the deal with 1970?

3 responses

The 1970-01-01 date is time 0 in epoch time. I believe what's happening here is that initialize, which is only called once at the beginning of the algorithm is getting called before whatever variable stores the datetime of the simulation gets set for the rest of the simulation. After initialize is called, the log timestamps should be correct for the rest of the backtest. Sorry for the confusion.

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@Fly: I poked around the Zipline code base (Zipline is the open source backtesting engine that powers the backtester on Q) and I believe I confirmed the above. When a simulation is started, it looks like the initialize function is called here before the algorithm simulator is constructed (this is where the clock is created).

If it is something important for Quantopian from a quality assurance perspective, you should fix it then. I don't see it as a big problem as an end user.