-
My current DO backtest outputs positions like:
But some of these instruments e.g. VNKI are in the in the bad_markets list, why are these appearing as positions? ------ update below: [ins] In [8]: s.get_list_of_markets_not_trading_but_with_data()
Out[8]: []
[ins] In [9]: s.cache.set_caching_off()
[ins] In [10]: s.get_list_of_markets_not_trading_but_with_data()
Out[10]:
['SMI-MID',
'KR3',
'US-HEALTH',
'VNKI',
'JGB',
'KRWUSD',
'FTSEINDO',
'ALUMINIUM',
'US-INDUSTRY',
'CHEESE',
'OATIES',
'MILKDRY',
'R1000',
'US-TECH',
'US-PROPERTY',
'US-MATERIAL',
'SHATZ',
'US-ENERGY',
'CH10',
'USIRS5',
'LUMBER',
'BBCOMM',
'RICE',
'US-STAPLES',
'NOK',
'JP-REALESTATE',
'US-REALESTATE',
'US-UTILS',
'US-FINANCE',
'US-DISCRETE',
'SEK',
'US2',
'ETHEREUM',
'EDOLLAR',
'MILK',
'DJSTX-SMALL',
'BITCOIN'] |
Beta Was this translation helpful? Give feedback.
Replies: 1 comment
-
fixed by 3121554 |
Beta Was this translation helpful? Give feedback.
fixed by 3121554