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Why does Q Backtest trade on days when exchanges are closed?

I’ve seen this before. At times, I want to look at how the algo traded during a drawdown. So I manually step through the trades, annotated in the “Transaction Details” and mark the algo's buys/sells on a chart.

Here are two examples from the Transaction Details, showing the algo buying and selling on Sundays.

http://imgur.com/ZdPd6TG

How can we trust backtest data when the algo indicates trading on days when the exchanges are actually closed?

3 responses

They know about that.
They have filed an issue about it in bug-tracking system half year ago.
What they do not know: when it is going to be fixed.
https://www.quantopian.com/posts/data-or-backtesting-engine-bug

I am pretty sure you can fix this "bug" by setting the timezone on your computer to Greenwich, if it bothers you that much, right?

Vladimir, thank you very much. I read through the threads related to the link you provided.

And Simon, thanks for the work-around.

After reading through the prior posts, I'm concluding that although this is a "bug," it doesn't sound like one's backtest results are significantly impacted, erroneous, or misleading.