Discussion Forum
Back

How to run a backtest locally?

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

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;
}

 

0
Update Backtest



0

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.

Loading...

This discussion is closed

Discussion Tags

 

QuantConnect™ 2018. All Rights Reserved

Technology

About