Comments (4)
Hi,
To confirm your version, Is the self._df_positions.loc line your line 69 or line 67?
Most likely it is the input data format. Right after you load the data, at line backtest_engine.add_data(symbol, data) in the ma_double_cross.py, can you check if the data is pandas timestamp indexed?
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Hi,
My version of self._df_positions.loc is line 67. didn't make any change in the code.
data contains below value.
2021-04-23 16:59:56 4166.50 4166.50 4166.50 4166.50 1
2021-04-23 16:59:57 4166.50 4166.50 4166.50 4166.50 1
2021-04-23 16:59:58 4166.50 4166.75 4166.50 4166.75 11
2021-04-23 16:59:59 4166.75 4166.75 4166.75 4166.75 0
in line 67 self._df_positions.loc[performance_time]
performance_time is coming as None
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Hi, The data is expected to have the time zone, e.g. 2021-04-23 16:59:56-04:00, can you email me the data file so I can take a look?
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Hi Letian,
The issue is resolved, I have changed IB to US/Eastern timestamp and its working fine.
Thanks.
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Related Issues (4)
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