Back to Community
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.


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.

@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.