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Why doesn't this work?

def initialize(context):  
5 responses

I believe that is intentionally blocked out - you have to choose a specific date, it can't be something that varies.

In general, a backtest should be reproducible. Given a set of code, capital, date range, etc., it should give the same result every time. The code you're contemplating there could result in a backtest whose results vary depending on what day the algorithm is run.


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Thanks for the response.

What if I have a csv of tickers and dates. I want the security with the ticker on that date. Essentially, I want to change the set_symbol_lookup_date dynamically. Would this be possible?

What are the options for live trading? Blocking variable dates makes perfect sense for backtesting but my algorithm was live trading and it just broke because one of its securities became delisted.

have you tried plugging in get_datetime('US/Eastern')? That gives the current simulation date time so I would think it would work for backtesting and for live trading

Thanks James, I ended up switching from a set ticker list but that should work as well.