How to run a backtest locally? by Durable

Durable

, edit

I am struggling here. The basicTemplateAlgorithm.cs seems running.

I add my own test file RollingWindow.cs and the debug F5 just gave a null reference exception .

public class QCURollingWindow : QCAlgorithm

    {

        RollingWindow<TradeBar> _window = new RollingWindow<TradeBar>(7);



        public override void Initialize()

        {

            SetStartDate(2013, 10, 07);  //Set Start Date

            SetEndDate(2013, 10, 11);

            SetCash(25000);

            AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);

        }



        public void OnData(TradeBars data)

        {

            //Inject data into the rolling window.

            _window.Add(data["SPY"]);

            if (!_window.IsReady) return;



            if (_window[0].Close > _window[6].Close)

            {

                SetHoldings("SPY", -0.5);

                Debug("Short Stock");

            }

            else {

                SetHoldings("SPY", 0.5);

                Debug("Purchased Stock");

            }



        }

    }

I just copied the codes from tutorial and changed the dates as there's only four days' data.

Update Backtest

1 Comment

Durable

, ,

Accepted Answer

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Durable

446 ,

The null reference come from the function

public void DebugMessage(string message) 

        {

            if (Messages.Count > 500) return;

            Messages.Enqueue(new DebugPacket(_job.ProjectId, _backtestId, _compileId, message));



            //Save last message sent:

            _log.Add(_algorithm.Time.ToString(DateFormat.UI) + " " + message);

            _debugMessage = message;

        }