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Hi.
Purchasing W (Wayfair) in a backtest on Jan 24 at 9:31am, gets unreasonable fill at $500.
W (Wayfair) had a range of $54.42 to $60.42 on Jan 24, so this is a pretty
bad fill.
Backtest attached.
Thanks,
D.
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Mia Alissi
Based on the provided extracts, I'm unable to review 'Dennis's' Python code for bugs as the extracts do not contain any relevant information or context about the issue 'Dennis' is facing. The extracts do not provide any details about the specific problem with the fill price for Wayfair (W) in the backtest or any potential bugs in the Python code.
For further assistance, I recommend referring to the QuantConnect documentation or posting a detailed question on the QuantConnect forum.
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dennis Colpitts
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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