This is the command I run to run the backtest locally:
lean backtest 'Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--' --data-provider-historical 'Interactive Brokers'
The problem is backtest runs after all data is downloaded and I can see it in the data directory, but algorithm finishes right after warmup and there are no trades taken, meanwhile the same code on cloud runs fine and conducts the backtest correctly. These are the logs from the local backtest:
To use IB with QuantConnect you must use IBKR Mobile. This is done from your IB Account Manage Account -> Settings -> User Settings -> Security -> Secure
Login System. In the Secure Login System, select "IB Key Security via IBKR Mobile". Your account details are not saved on QuantConnect. Interactive Brokers
Lite accounts do not support API trading.
Package source with Name: Package source 1 added successfully.
The template "Solution File" was created successfully.
The template "Class Library" was created successfully.
Build succeeded in 1.7s
info : X.509 certificate chain validation will use the fallback certificate bundle at
'/usr/lib/dotnet/sdk/9.0.100/trustedroots/codesignctl.pem'.
info : X.509 certificate chain validation will use the fallback certificate bundle at '/usr/lib/dotnet/sdk/9.0.100/trustedroots/timestampctl.pem'.
info : Adding PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers' into project '/ModulesProject/ModulesProject.csproj'.
info : Restoring packages for /ModulesProject/ModulesProject.csproj...
info : Installed QuantConnect.Brokerages.InteractiveBrokers 2.5.16825 from /Modules to
/root/.nuget/packages/quantconnect.brokerages.interactivebrokers/2.5.16825 with content hash
ieD/h0cjOnFUvPPQieMV8FuFr2qwYmhe2AcM+J7KHN+4IS+3/y0bIr2YThhPQYk+LvKrpuFkccTRkktLwe9A+A==.
info : GET https://api.nuget.org/v3/vulnerabilities/index.json
info : OK https://api.nuget.org/v3/vulnerabilities/index.json 29ms
info : GET https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json
info : GET https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json
info : OK https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json 27ms
info : OK https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json 69ms
warn : NU1903: Package 'DotNetZip' 1.16.0 has a known high severity vulnerability, https://github.com/advisories/GHSA-xhg6-9j5j-w4vf
warn : NU1904: Package 'System.Drawing.Common' 4.7.0 has a known critical severity vulnerability, https://github.com/advisories/GHSA-rxg9-xrhp-64gj
info : Package 'QuantConnect.Brokerages.InteractiveBrokers' is compatible with all the specified frameworks in project
'/ModulesProject/ModulesProject.csproj'.
info : PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers' version '2.5.16825' added to file '/ModulesProject/ModulesProject.csproj'.
info : Generating MSBuild file /Compile/obj/ModulesProject/ModulesProject.csproj.nuget.g.props.
info : Generating MSBuild file /Compile/obj/ModulesProject/ModulesProject.csproj.nuget.g.targets.
info : Writing assets file to disk. Path: /Compile/obj/ModulesProject/project.assets.json
log : Restored /ModulesProject/ModulesProject.csproj (in 2.74 sec).
Build succeeded in 0.8s
info : X.509 certificate chain validation will use the fallback certificate bundle at
'/usr/lib/dotnet/sdk/9.0.100/trustedroots/codesignctl.pem'.
info : X.509 certificate chain validation will use the fallback certificate bundle at '/usr/lib/dotnet/sdk/9.0.100/trustedroots/timestampctl.pem'.
info : Adding PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' into project '/ModulesProject/ModulesProject.csproj'.
info : Restoring packages for /ModulesProject/ModulesProject.csproj...
info : GET https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/index.json
info : OK https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/index.json 1309ms
info : GET
https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/2.5.16550/quantconnect.brokerages.interactivebrokers.2.5.16550.nupkg
info : OK
https://api.nuget.org/v3-flatcontainer/quantconnect.brokerages.interactivebrokers/2.5.16550/quantconnect.brokerages.interactivebrokers.2.5.16550.nupkg 28ms
info : Installed QuantConnect.Brokerages.InteractiveBrokers.ToolBox 2.5.16550 from /Modules to
/root/.nuget/packages/quantconnect.brokerages.interactivebrokers.toolbox/2.5.16550 with content hash
wlbRFBnaVsIiesNa7Fnwu2IX1vmnqHWCZV0XWgy1py4pJGruAuH1NqlrVXVhLsMTxP+flDjZPMRfRcODNcsT9Q==.
info : Installed QuantConnect.Brokerages.InteractiveBrokers 2.5.16550 from https://api.nuget.org/v3/index.json to
/root/.nuget/packages/quantconnect.brokerages.interactivebrokers/2.5.16550 with content hash
TlijqL/ZhUI6C1TfSf8tMSn7GIlSjcrcqbwBy/CbFOVyPmllgHOIYqL/YGzlMZVZqGG0TskibD3Ffwn/yWr9Mg==.
info : CACHE https://api.nuget.org/v3/vulnerabilities/index.json
info : CACHE https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/vulnerability.base.json
info : CACHE https://api.nuget.org/v3-vulnerabilities/2024.12.21.05.12.11/2024.12.27.05.12.29/vulnerability.update.json
warn : NU1903: Package 'DotNetZip' 1.16.0 has a known high severity vulnerability, https://github.com/advisories/GHSA-xhg6-9j5j-w4vf
warn : NU1904: Package 'System.Drawing.Common' 4.7.0 has a known critical severity vulnerability, https://github.com/advisories/GHSA-rxg9-xrhp-64gj
info : Package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' is compatible with all the specified frameworks in project
'/ModulesProject/ModulesProject.csproj'.
info : PackageReference for package 'QuantConnect.Brokerages.InteractiveBrokers.ToolBox' version '2.5.16550' added to file
'/ModulesProject/ModulesProject.csproj'.
info : Writing assets file to disk. Path: /Compile/obj/ModulesProject/project.assets.json
log : Restored /ModulesProject/ModulesProject.csproj (in 2.66 sec).
20241227 06:38:15.640 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20241227 06:38:15.653 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value:
20241227 06:38:15.656 TRACE:: Config.GetValue(): project-id - Using default value: 0
20241227 06:38:15.656 TRACE:: Config.Get(): Configuration key not found. Key: api-url - Using default value: https://www.quantconnect.com/api/v2/
20241227 06:38:15.657 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20241227 06:38:15.660 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug
20241227 06:38:15.700 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.42.0, Culture=neutral, PublicKeyToken=5000fea6cba702dd
20241227 06:38:15.761 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: murtaza-Veriton-M200-H81
20241227 06:38:15.770 TRACE:: Engine.Main(): Started 6:38 AM
20241227 06:38:15.782 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager
20241227 06:38:15.819 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py
20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
20241227 06:38:15.872 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20241227 06:38:15.874 TRACE:: Config.GetValue(): storage-limit - Using default value: 10737418240
20241227 06:38:15.874 TRACE:: Config.GetValue(): storage-permissions - Using default value: 3
20241227 06:38:15.874 TRACE:: Config.Get(): Configuration key not found. Key: optimization-id - Using default value:
20241227 06:38:15.874 TRACE:: Config.Get(): Configuration key not found. Key: backtest-name - Using default value: local
20241227 06:38:15.879 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value:
20241227 06:38:15.880 TRACE:: Config.Get(): Configuration key not found. Key: python-venv - Using default value:
20241227 06:38:15.880 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value:
20241227 06:38:15.880 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 0
20241227 06:38:15.882 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default value: DataPermissionManager
20241227 06:38:15.901 TRACE:: Config.GetValue(): downloader-data-update-period - Using default value: 7
20241227 06:38:20.125 TRACE:: Config.GetValue(): ib-response-timeout - Using default value: 300
20241227 06:38:20.125 TRACE:: Config.GetValue(): ib-no-submission-orders-response-timeout - Using default value: 10
20241227 06:38:20.125 TRACE:: Config.GetValue(): ib-combo-order-fill-timeout - Using default value: 30
20241227 06:38:22.873 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): found no data aggregator instance, creating
QuantConnect.Lean.Engine.DataFeeds.AggregationManager
20241227 06:38:22.885 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Starting IB Automater...
20241227 06:38:22.905 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Setting execute permissions on IBAutomater.sh
20241227 06:38:22.940 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): chmod +x IBAutomater.sh: process exit code: 0
20241227 06:38:22.940 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Loading IBGateway - Version: 985 - Path: /root/ibgateway -
User: simily004
20241227 06:38:22.941 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Searching for TWS JRE path
20241227 06:38:22.941 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Install4J path: /root/ibgateway/.install4j
20241227 06:38:22.963 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): File found: /root/ibgateway/.install4j/pref_jre.cfg
20241227 06:38:22.977 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Directory found: /opt/i4j_jres/Oda-jK0QgTEmVssfllLP/1.8.0_202
20241227 06:38:22.978 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway ini file: /root/Jts/jts.ini
20241227 06:38:22.990 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway configuration file:
/root/ibgateway/ibgateway.vmoptions
20241227 06:38:22.999 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBAutomater process started - Id:188 - Name:IBAutomater.sh -
InitializationTimeout:00:15:00
20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): UID PID PPID C SZ RSS PSR STIME TTY
TIME CMD
20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 1 0 31 68635723 274744 1 06:37 pts/0
00:00:07 dotnet QuantConnect.Lean.Launcher.dll
20241227 06:38:23.089 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 188 1 0 2571 3584 2 06:38 pts/0
00:00:00 /bin/bash /Lean/Launcher/bin/Debug/IBAutomater.sh /root/ibgateway
-javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json
20241227 06:38:23.090 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 189 188 0 3240 3200 0 06:38 pts/0
00:00:00 ps -AFH
20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): UID PID PPID C SZ RSS PSR STIME TTY
TIME CMD
20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 1 0 27 68635723 275384 1 06:37 pts/0
00:00:07 dotnet QuantConnect.Lean.Launcher.dll
20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 188 1 0 2571 3584 2 06:38 pts/0
00:00:00 /bin/bash /Lean/Launcher/bin/Debug/IBAutomater.sh /root/ibgateway
-javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json
20241227 06:38:28.187 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): root 193 188 0 3240 3200 3 06:38 pts/0
00:00:00 ps -AFH
20241227 06:38:36.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway started
20241227 06:38:37.713 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Picked up JAVA_TOOL_OPTIONS:
-javaagent:/Lean/Launcher/bin/Debug/IBAutomater.jar=/Lean/Launcher/bin/Debug/IBAutomater.json
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [IB Gateway] -
Window name: [frame0]
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -
Window name: [frame0]
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Main window - Window title: [IB Gateway] - Window name:
[frame0]
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [IB API]
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Paper Trading]
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Trading mode: paper
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Use SSL checkbox not found
20241227 06:38:50.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Paper Log In]
20241227 06:38:52.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [IB Gateway]
- Window name: [frame0]
20241227 06:38:52.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Loading...] -
Window name: [frame1]
20241227 06:38:52.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Loading...] -
Window name: [frame1]
20241227 06:38:53.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Loading...]
- Window name: [frame1]
20241227 06:38:53.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Connecting to
server (trying for another 19 seconds)...] - Window name: [frame2]
20241227 06:38:53.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Connecting to
server (trying for another 19 seconds)...] - Window name: [frame2]
20241227 06:39:05.205 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LogModuleConfigurator-Init: Log4j Ver2.x found on classpath
20241227 06:39:05.205 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LogModuleConfigurator-Init: LogModuleConfigurator initialized
with Log4j Verd.x
20241227 06:39:06.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Starting
application...] - Window name: [frame2]
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Start running restart watcher thread...
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Finding main window...
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Found main window (Window title: [IB Gateway] - Window name:
[frame1])
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Start running shutdown watcher thread...
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Warning] -
Window name: [Warning]
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [I understand and accept]
20241227 06:39:06.994 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Warning] -
Window name: [Warning]
20241227 06:39:07.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [DU6445507 Trader
Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
20241227 06:39:07.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Unselect checkbox: [Read-Only API]
20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Set API port textbox value: [4002]
20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select checkbox: [Create API message log file]
20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Unselect checkbox: [Use Account Groups with Allocation Methods]
20241227 06:39:07.993 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select checkbox: [Bypass Order Precautions for API Orders]
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Select radio button: [Auto restart]
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Set restart time value: [11:45]
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Radio button: [PM] already selected
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Starting
application...] - Window name: [frame2]
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [DU6445507
Trader Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
20241227 06:39:08.991 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -
Window name: [IB Gateway]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): You have elected to have your trading platform restart
automatically on
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): a daily basis.
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived():
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): There are some considerations you would need to take into
account if you
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): select the auto restart: please click
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): here for more information.
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Pending Tasks] -
Window name: [Pending Tasks]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [IB Gateway] -
Window name: [IB Gateway]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [DU6445507 Trader
Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [View Logs] -
Window name: [null]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Export Today Logs...]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [DU6445507
Trader Workstation Configuration (Simulated Trading)] - Window name: [Configuration]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [View Logs] -
Window name: [null]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Enter export
filename] - Window name: [dialog0]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Open]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Enter export
filename] - Window name: [dialog0]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Export Logs] -
Window name: [null]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [IB Gateway] -
Window name: [IB Gateway]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [OK]
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Finished exporting logs, closing export logs window
20241227 06:39:08.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Cancel]
20241227 06:39:09.992 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Configuration settings updated.
20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): LoadIbServerInformation(): ServerName: cdc1.ibllc.com,
ServerRegion: America
20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [IB Gateway] -
Window name: [IB Gateway]
20241227 06:39:09.997 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [View Logs] -
Window name: [null]
20241227 06:39:10.009 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway process found - Id:195 - Name:java
20241227 06:39:10.009 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IB Automater initialized.
20241227 06:39:10.017 TRACE:: InteractiveBrokersBrokerage.StartGatewayWeeklyRestartTask(): scheduled weekly restart to 12/29/2024 9:00:00 PM (in
2.14:15:49.9873533)
20241227 06:39:10.017 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Host: 127.0.0.1, Port: 4002, Account: DU6445507, AgentDescription:
Individual
20241227 06:39:10.031 TRACE:: InteractiveBrokersBrokerage.RunHeartBeatThread(): starting...
20241227 06:39:10.034 TRACE:: ComboOrdersFillTimeoutMonitor.Start(): starting...
20241227 06:39:10.040 TRACE:: InteractiveBrokersBrokerage.Connect(): Attempting to connect (1/5) ...
20241227 06:39:10.041 TRACE:: InteractiveBrokersBrokerage.Disconnect(): Starting
20241227 06:39:10.042 TRACE:: InteractiveBrokersBrokerage.Disconnect(): ended
20241227 06:39:12.542 TRACE:: InteractiveBrokersBrokerage.Connect(): calling _client.ClientSocket.eConnect()
20241227 06:39:12.694 TRACE:: InteractiveBrokersBrokerage.HandleConnectAck(): API client connected [Server Version: 176].
20241227 06:39:12.696 TRACE:: InteractiveBrokersBrokerage.Connect(): IB message processing thread started: #21
20241227 06:39:12.705 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: DU6445507
20241227 06:39:12.707 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): remove Client 0
20241227 06:39:12.746 TRACE:: InteractiveBrokersBrokerage.HandleNextValidID(): updating nextValidId from 0 to 1
20241227 06:39:12.746 TRACE:: InteractiveBrokersBrokerage.Connect(): IB next valid id received.
20241227 06:39:12.752 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Downloading account data for DU6445507
20241227 06:39:12.753 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2104 - Market data farm connection is OK:usfarm
20241227 06:39:12.755 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2106 - HMDS data farm connection is OK:ushmds
20241227 06:39:12.755 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2158 - Sec-def data farm connection is OK:secdefil
20241227 06:39:12.792 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: DU6445507
20241227 06:39:12.833 TRACE:: InteractiveBrokersBrokerage.HandleFamilyCodes(): Account id: *, Family code:
20241227 06:39:12.905 TRACE:: Brokerage.OnAccountChanged(): Account USD Balance: 1049354.88
20241227 06:39:12.916 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Finished account download for DU6445507
20241227 06:39:13.267 TRACE:: InteractiveBrokersBrokerage.HandleAccountSummary(): Request id: 1, Account: DU6445507, Tag: AccountType, Value: INDIVIDUAL,
Currency:
20241227 06:39:15.402 TRACE:: InteractiveBrokersBrokerage.Connect(): Restoring data subscriptions...
20241227 06:39:15.416 TRACE:: Brokerage.OnMessage(): Reconnect - Code: Reconnect - Connect() finished successfully
20241227 06:39:15.416 TRACE:: Connect() finished successfully
20241227 06:39:15.448 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10
20241227 06:39:15.463 TRACE:: Config.Get(): Configuration key not found. Key: fundamental-data-provider - Using default value: CoarseFundamentalDataProvider
20241227 06:39:15.467 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440
20241227 06:39:15.468 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20
20241227 06:39:15.476 TRACE:: Engine.Run(): Resource limits '0' CPUs. 2147483647 MB RAM.
20241227 06:39:15.477 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items
20241227 06:39:15.481 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 90
20241227 06:39:15.483 TRACE:: PythonInitializer.Initialize(): start...
PythonEngine.Initialize(): clr GetManifestResourceStream...
20241227 06:39:15.737 TRACE:: PythonInitializer.Initialize(): ended
20241227 06:39:15.739 TRACE:: AlgorithmPythonWrapper(): Python version 3.11.11 | packaged by conda-forge | (main, Dec 5 2024, 14:35:46) [GCC 13.3.0]:
Importing python module main
Traceback (most recent call last):
File "/opt/miniconda3/lib/python3.11/site-packages/tensorflow/python/pywrap_tensorflow.py", line 24, in <module>
import ssl
File "/opt/miniconda3/lib/python3.11/ssl.py", line 100, in <module>
import _ssl # if we can't import it, let the error propagate
^^^^^^^^^^^
ImportError: /lib/x86_64-linux-gnu/libcrypto.so.3: version `OPENSSL_3.3.0' not found (required by
/opt/miniconda3/lib/python3.11/lib-dynload/_ssl.cpython-311-x86_64-linux-gnu.so)
Warning: Failed to load ssl module. Continuing without ssl support.
2024-12-27 06:39:18.977467: E external/local_xla/xla/stream_executor/cuda/cuda_fft.cc:477] Unable to register cuFFT factory: Attempting to register factory
for plugin cuFFT when one has already been registered
WARNING: All log messages before absl::InitializeLog() is called are written to STDERR
E0000 00:00:1735281559.001166 593 cuda_dnn.cc:8310] Unable to register cuDNN factory: Attempting to register factory for plugin cuDNN when one has
already been registered
E0000 00:00:1735281559.008393 593 cuda_blas.cc:1418] Unable to register cuBLAS factory: Attempting to register factory for plugin cuBLAS when one has
already been registered
2024-12-27 06:39:19.031644: I tensorflow/core/platform/cpu_feature_guard.cc:210] This TensorFlow binary is optimized to use available CPU instructions in
performance-critical operations.
To enable the following instructions: AVX2 FMA, in other operations, rebuild TensorFlow with the appropriate compiler flags.
20241227 06:39:21.768 TRACE:: AlgorithmPythonWrapper(): main successfully imported.
20241227 06:39:21.776 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.
20241227 06:39:21.785 TRACE:: Config.Get(): Configuration key not found. Key: databases-refresh-period - Using default value: 1.00:00:00
20241227 06:39:21.925 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True
20241227 06:39:21.930 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Storage. StorageFileCount 9999999. StorageLimit 10240MB
20241227 06:39:21.937 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10
20241227 06:39:21.943 TRACE:: HistoryProviderManager.Initialize(): history providers [SubscriptionDataReaderHistoryProvider]
20241227 06:39:21.947 TRACE:: BaseSetupHandler.Setup(LocalPlatform): UID: 180061, PID: 0, Version: 2.5.0.0, Source: WebIDE
20241227 06:39:21.951 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value:
2024-12-27 06:39:22.022118: E external/local_xla/xla/stream_executor/cuda/cuda_driver.cc:152] failed call to cuInit: INTERNAL: CUDA error: Failed call to
cuInit: UNKNOWN ERROR (303)
20241227 06:39:23.473 TRACE:: Event Name "EveryDay: 15", scheduled to run.
20241227 06:39:23.474 TRACE:: Event Name "EveryDay: 14", scheduled to run.
20241227 06:39:23.475 TRACE:: Event Name "WeekEnd: 18.02", scheduled to run.
20241227 06:39:23.545 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 4
20241227 06:39:23.546 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400
20241227 06:39:23.546 TRACE:: WeightedWorkScheduler(): will use 4 workers and MaxWorkWeight is 400
20241227 06:39:23.573 TRACE:: BaseSetupHandler.SetupCurrencyConversions():
Account Type: Margin
Symbol Quantity Conversion = Value in USD
USD: $ 100000.00 @ 1.00 = $100000
-------------------------------------------------
CashBook Total Value: $100000
20241227 06:39:23.578 TRACE:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 100000.00
20241227 06:39:23.579 TRACE:: SetUp Backtesting: User: 180061 ProjectId: 0 AlgoId: 1111928927
20241227 06:39:23.580 TRACE:: Dates: Start: 06/01/2024 End: 06/03/2024 Cash: ¤100,000.00 MaximumRuntime: 100.00:00:00 MaxOrders: 2147483647
20241227 06:39:23.583 TRACE:: BacktestingResultHandler(): Sample Period Set: 04.00
20241227 06:39:23.585 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
20241227 06:39:23.586 TRACE:: JOB HANDLERS:
DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
Setup: QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler
RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler
Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
Object Store: QuantConnect.Lean.Engine.Storage.LocalObjectStore
History Provider: QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager
Brokerage: QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
Data Provider: QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider
20241227 06:39:23.617 TRACE:: Event Name "Daily Sampling", scheduled to run.
20241227 06:39:23.617 TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 6/1/2024 12:00:00 AM Stop: 6/3/2024 11:59:59 PM Time: 5/31/2024 11:15:00 AM
Warmup: True
20241227 06:39:23.695 TRACE:: Debug: Launching analysis for 1111928927 with LEAN Engine v2.5.0.0
20241227 06:39:23.728 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:27.991 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:27.999 TRACE:: Brokerage.OnMessage(): Warning - Code: GetHistoryOpenInterest - IB does not provide open interest historical data
20241227 06:39:27.999 TRACE:: IB does not provide open interest historical data
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:28.000 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:28.001 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:28.002 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:28.338 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:28.338 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:28.339 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:28.340 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:28.342 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:28.680 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:28.680 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:28.681 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:28.682 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:29.019 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:29.019 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:29.020 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:29.357 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:29.358 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:29.359 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:29.360 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:29.698 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:29.698 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:29.699 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:30.044 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:30.044 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:30.045 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:30.045 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:30.383 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:30.384 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:30.385 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:30.722 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:30.722 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:30.722 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:30.723 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:30.724 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:31.064 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:31.064 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:31.065 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:31.065 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for NQ ...
20241227 06:39:31.401 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Returning 18 contract(s) for NQ
20241227 06:39:31.401 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y6URRFPZ86BL
20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Y9CDFY0C6TXD
20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z8DP3PLK7AIP
20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YEBKSYL2454X
20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YOGVNNAOI1OH
20241227 06:39:31.402 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YYFADOG4CO3L
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YBTZ4GAP5HJ5
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZIC3TQR01WXT
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YGT6HGVF2SQP
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YJHOAMPYKQGX
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YLZ9Z50BJE2P
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ ZSAIJRWFWJCX
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YQYHC5L1GPA9
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YTG30NVEFCW1
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ YVXOP65RE0HT
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ 102FTEGM2AFWH
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z0WW26QHBBPD
20241227 06:39:31.403 TRACE:: BrokerageDataDownloader.Get: Ignoring history request for unsupported symbol NQ Z3DIALNO785D
20241227 06:39:31.411 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed
SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241227 06:39:31.832 TRACE:: Debug: Key is present
20241227 06:39:31.832 TRACE:: Debug: self.last_week_value = 100000.0
20241227 06:39:31.832 TRACE:: Debug: DataConsolidator initialised for symbol NQ
20241227 06:39:31.832 TRACE:: Debug: Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily
bars set self.settings.daily_precise_end_time = False.
20241227 06:39:31.832 TRACE:: Debug: Algorithm starting warm up...
20241227 06:39:31.833 TRACE:: Log: Timezone: America/Los_Angeles
20241227 06:39:31.833 TRACE:: Debug: Total weekly profit: 0.0
Weekly Return: 0.0
20241227 06:39:31.833 TRACE:: Debug: Algorithm finished warming up.
20241227 06:39:31.867 TRACE:: Synchronizer.GetEnumerator(): Exited thread.
20241227 06:39:31.867 TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm...
20241227 06:39:31.868 TRACE:: Engine.Run(): Exiting Algorithm Manager
20241227 06:39:31.870 TRACE:: StopSafely(): Waiting for 'Isolator Thread' thread to stop...
20241227 06:39:31.871 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
20241227 06:39:31.872 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
20241227 06:39:31.873 TRACE:: BacktestingResultHandler.Exit(): starting...
20241227 06:39:31.873 TRACE:: BacktestingResultHandler.Exit(): Saving logs...
20241227 06:39:31.874 TRACE:: Debug: Algorithm Id:(1111928927) completed in 8.28 seconds at 1k data points per second. Processing total of 9,598 data
points.
20241227 06:39:31.874 TRACE:: Debug: Your log was successfully created and can be retrieved from: /Results/1111928927-log.txt
20241227 06:39:31.874 TRACE:: BacktestingResultHandler.Run(): Ending Thread...
20241227 06:39:31.874 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop...
20241227 06:39:31.949 TRACE::
STATISTICS:: Total Orders 0
STATISTICS:: Average Win 0%
STATISTICS:: Average Loss 0%
STATISTICS:: Compounding Annual Return 0%
STATISTICS:: Drawdown 0%
STATISTICS:: Expectancy 0
STATISTICS:: Start Equity 100000
STATISTICS:: End Equity 100000
STATISTICS:: Net Profit 0%
STATISTICS:: Sharpe Ratio 0
STATISTICS:: Sortino Ratio 0
STATISTICS:: Probabilistic Sharpe Ratio 0%
STATISTICS:: Loss Rate 0%
STATISTICS:: Win Rate 0%
STATISTICS:: Profit-Loss Ratio 0
STATISTICS:: Alpha 0
STATISTICS:: Beta 0
STATISTICS:: Annual Standard Deviation 0
STATISTICS:: Annual Variance 0
STATISTICS:: Information Ratio 0
STATISTICS:: Tracking Error 0
STATISTICS:: Treynor Ratio 0
STATISTICS:: Total Fees $0.00
STATISTICS:: Estimated Strategy Capacity $0
STATISTICS:: Lowest Capacity Asset
STATISTICS:: Portfolio Turnover 0%
STATISTICS:: OrderListHash d41d8cd98f00b204e9800998ecf8427e
20241227 06:39:31.949 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet
20241227 06:39:31.950 TRACE:: Engine.Run(): Disconnecting from brokerage...
20241227 06:39:31.950 TRACE:: Engine.Run(): Disposing of setup handler...
20241227 06:39:31.950 TRACE:: Engine.Main(): Analysis Completed and Results Posted.
20241227 06:39:31.950 TRACE:: StopSafely(): Waiting for '' thread to stop...
20241227 06:39:31.952 TRACE:: DataMonitor.GenerateReport():
DATA USAGE:: Total data requests 34
DATA USAGE:: Succeeded data requests 20
DATA USAGE:: Failed data requests 14
DATA USAGE:: Failed data requests percentage 41%
DATA USAGE:: Total universe data requests 0
DATA USAGE:: Succeeded universe data requests 0
DATA USAGE:: Failed universe data requests 0
DATA USAGE:: Failed universe data requests percentage 0%
Engine.Main(): Analysis Complete.
20241227 06:39:31.959 TRACE:: Engine.Main(): Packet removed from queue: 1111928927
20241227 06:39:31.959 TRACE:: LeanEngineSystemHandlers.Dispose(): start...
20241227 06:39:31.960 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
20241227 06:39:31.960 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...
20241227 06:39:31.962 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
20241227 06:39:31.962 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop...
20241227 06:39:31.962 TRACE:: PythonInitializer.Shutdown(): start
20241227 06:39:41.591 TRACE:: PythonInitializer.Shutdown(): ended
20241227 06:39:41.591 TRACE:: Program.Main(): Exiting Lean...
Successfully ran 'Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--' in the 'backtesting' environment and stored the output in 'Kara BT at
--paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--/backtests/2024-12-27_12-07-55'
For reference I have attached the project down below logs from cloud backtest as well as the code that runs correctly. Please note that I have all the necessary futures data subscriptions from interactive brokers as well. Log from cloud backtest:
2024-05-31 11:15:00 Launching analysis for 3ccccb3142ae85ab3ca01f2c11ec11a2 with LEAN Engine v2.5.0.0.16828
2024-05-31 11:15:00 Key is present
2024-05-31 11:15:00 self.last_week_value = 173980.7
2024-05-31 11:15:00 DataConsolidator initialised for symbol NQ
2024-05-31 11:15:00 Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily bars set self.settings.daily_precise_end_time = False.
2024-05-31 11:15:00 Algorithm starting warm up...
2024-05-31 11:15:00 Timezone: America/Los_Angeles
2024-06-01 17:00:00 Total weekly profit: -73980.70000000001
Weekly Return: -0.425223602388081
2024-06-01 17:00:00 Algorithm finished warming up.
2024-06-02 15:15:00
NQ YJHOAMPYKQGX
2024-06-02 15:15:00 Order event function called
2024-06-02 15:15:00 Order filled at order event
2024-06-02 15:15:00 Entry Alert Pending
2024-06-02 15:15:00 [🚀 ML Strategy NQ21M24 Trade Entry]
Tag: ML_NQ21M24_20240602_1N
Time : 2024-06-02 15:15:00 America/Los_Angeles
Trade Details:
Action: Opening a BUY (LONG) 📈 trade
Entry Level: 18560.0
2024-06-02 15:15:00 Buy condition met
2024-06-02 15:15:00 [🚨 ML Predictive Performance NQ Alert]
Date: 2024-06-02 15:15:00: America/Los_Angeles
Predicted return for next candle:-
0.06995315104722977
Predicted return on the current candle:-
None
Actual return on the current candle:-
1.2975309654952656
Current Position: Long📈
Unrealized PnL: $-17.15🔴
Last Traded Price: 18558.75
âš This is not an entry or exit signal
2024-06-02 15:30:00 [🚨 ML Predictive Performance NQ Alert]
Date: 2024-06-02 15:30:00: America/Los_Angeles
Predicted return for next candle:-
0.11397509276866913
Predicted return on the current candle:-
0.06995315104722977
Actual return on the current candle:-
0.07809975620505066
Current Position: Long📈
Unrealized PnL: $247.85🟢
Last Traded Price: 18573.25
âš This is not an entry or exit signal
2024-06-02 15:45:00 [🚨 ML Predictive Performance NQ Alert]
Date: 2024-06-02 15:45:00: America/Los_Angeles
Predicted return for next candle:-
0.16815903782844543
Predicted return on the current candle:-
0.11397509276866913
Actual return on the current candle:-
-0.036349194996310126
Current Position: Long📈
Unrealized PnL: $127.85🟢
Last Traded Price: 18566.5
âš This is not an entry or exit signal
2024-06-02 16:00:00 [🚨 ML Predictive Performance NQ Alert]
Date: 2024-06-02 16:00:00: America/Los_Angeles
Predicted return for next candle:-
0.19208618998527527
Predicted return on the current candle:-
0.16815903782844543
Actual return on the current candle:-
0.005385899715855157
Current Position: Long📈
Unrealized PnL: $147.85🟢
Last Traded Price: 18567.5
âš This is not an entry or exit signal
2024-06-02 16:15:00 [🚨 ML Predictive Performance NQ Alert]
Date: 2024-06-02 16:15:00: America/Los_Angeles
Predicted return for next candle:-
0.16175970435142517
Predicted return on the current candle:-
0.19208618998527527
Actual return on the current candle:-
0.05115158479525667
Current Position: Long📈
Unrealized PnL: $337.85🟢
Last Traded Price: 18577.0
âš This is not an entry or exit signal
2024-06-02 16:30:00 [🚨 ML Predictive Performance NQ Alert]
Date: 2024-06-02 16:30:00: America/Los_Angeles
Predicted return for next candle:-
0.22678494453430176
Predicted return on the current candle:-
0.16175970435142517
Actual return on the current candle:-
0.09819153517111963
Current Position: Long📈
Unrealized PnL: $697.85🟢
Last Traded Price: 18595.25
âš This is not an entry or exit signal
.....
This is the main.py:
from trade_pipeline import TradePipeline, Portfolio, OpEnum
from model_metadata import ModelMetadata
from model_retriever import ModelRetriever
from AlgorithmImports import *
from datetime import datetime, timedelta
from pytz import timezone
import trade as tr
import notify as nt
from process_data import DataPredictor, DataConsolidatorTrade, DataConsolidatorLog
import numpy as np
from datetime import time
import pandas as pd
class PipelineIntegratedKara(QCAlgorithm):
def initialize(self):
self.set_start_date(2024, 6, 1) # Start Date
self.set_end_date(2024, 6, 3) # End Date
self.set_cash(100000)
self.set_time_zone(TimeZones.LosAngeles)
self.log(f'Timezone: {self.time_zone}')
self.debug_channel_tg = "-1002132280699"
self.order_alerts_channel_tg = "-4065379058"
self.email_address = ["murtazayusufali1@gmail.com", "sellmorehomes@gmail.com"]
model_md = vars(ModelMetadata())
self.pipeline = TradePipeline(model_md, ModelRetriever(self.object_store))
# TODO: KARA-62 Sequence length should be read from model params and shouldn't be overwritten
self.pipeline.params['seq_length'] = 10
self.bars_in_batch = self.pipeline.params['seq_length']
self.BUY = 1
self.SELL = -1
self.stoploss = False
self.stoploss_factor = 0.999
self.trailingstop = False
self.trailing_amount = 0.003
#self.trades = {}
self.current_bar_norm = [None]
self.direction = [None]
self.last_trade = None
self.trade_list = {}
self.previous_tag = {}
self.storage_key = "LastWeekValuePaper" if self.LiveMode else "LastWeekValueBT"
# Load last week's value from storage
if self.ObjectStore.ContainsKey(self.storage_key):
self.debug("Key is present")
self.last_week_value = float(self.ObjectStore.Read(self.storage_key))
else:
self.debug("Key is not present")
self.last_week_value = self.Portfolio.TotalPortfolioValue
self.debug(f"self.last_week_value = {self.last_week_value}")
equities = []
# iterate over futures and store each one in a list and also the window
futures = ['NQ']
self.pipeline.securities.order = futures
self.futures = futures
# A boolean value for each future and equity to determine if we want to trade it or just log the predictions for it
futures_to_trade_bool = [True]
equities_to_trade_bool = []
# The model is capable of predicting the future price every minute but we only want to trade every 15 minutes
self.interval_to_trade_at_min = 15
for i, future in enumerate(futures):
setattr(self, future, self.add_future_settings(future))
future_symbol = getattr(self, future).symbol
if futures_to_trade_bool[i]:
setattr(self, f'OnDataConsolidated{future}', DataConsolidatorTrade(future_symbol, self, future))
else:
setattr(self, f'OnDataConsolidated{future}', DataConsolidatorLog(future_symbol, self, future))
window = self.dataconsolidate(future_symbol, minutes=15,
consolidation=getattr(self, f'OnDataConsolidated{future}'))
setattr(self, f'{future}_window', window)
for i, equity in enumerate(equities):
setattr(self, equity, self.add_equity(equity))
equity_symbol = getattr(self, equity).symbol
if equities_to_trade_bool[i]:
setattr(self, f'OnDataConsolidated{equity}', DataConsolidatorTrade(equity_symbol, self, equity))
else:
setattr(self, f'OnDataConsolidated{equity}', DataConsolidatorLog(equity_symbol, self, equity))
window = self.dataconsolidate(equity_symbol, minutes=15,
consolidation=getattr(self, f'OnDataConsolidated{equity}'))
setattr(self, f'{equity}_window', window)
self.set_warm_up(165)
self.Schedule.On(self.DateRules.EveryDay(),
self.TimeRules.At(15, 0),
self.start_of_the_session_alert)
self.Schedule.On(self.DateRules.EveryDay(),
self.TimeRules.At(14, 0),
self.end_of_the_session_alert)
self.schedule.on(self.date_rules.week_end(),
self.time_rules.at(18,1),
self.weekstats)
self.predictions = {}
self.exit_signal = "No Stats"
self.exit_stats = "No Stats"
self.exit_alert_pending = False
self.entry_alert_pending = False
self.last_trade_string = ""
self.trade_string = ""
def start_of_the_session_alert(self):
alert = f"[ML Predictive Performance Alert]\n\nSession Active"
if nt.NOTIFY:
self.notify.telegram(self.debug_channel_tg, alert)
def end_of_the_session_alert(self):
alert = f"[ML Predictive Performance Alert]\n\nSession Inactive"
if nt.NOTIFY:
self.notify.telegram(self.debug_channel_tg, alert)
def dataconsolidate(self, symbol, minutes, consolidation):
window = RollingWindow[TradeBar](self.bars_in_batch+1)
self.consolidate(symbol,
timedelta(minutes=minutes),
consolidation)
return window
def add_future_settings(self, symbol):
return self.add_future(symbol,
data_normalization_mode = DataNormalizationMode.RAW,
data_mapping_mode = DataMappingMode.LAST_TRADING_DAY,
contract_depth_offset = 0,
extended_market_hours = True)
def on_data(self, data):
# Log the contract rollover events (it doesn't affect the trading)
for changed_event in data.symbol_changed_events.Values:
for future in self.futures:
if changed_event.symbol == getattr(self, future).symbol:
self.Log(f"Contract rollover from {changed_event.old_symbol} to {changed_event.new_symbol}")
self.notify.telegram(self.debug_channel_tg, f"Contract Rollover Alert!!\n Future symbol changing from {changed_event.old_symbol} to {changed_event.new_symbol}")
def handle_prediction(self, data):
df = DataPredictor(data, self.bars_in_batch)()
df = df.iloc[-(self.bars_in_batch+1):]
bars = df[self.pipeline.features].values
time_ser = df.index.values
operations, info = self.pipeline(np.array([bars]), time_ser, Portfolio)
self.predictions = info['preds']
operations = np.array(operations).flatten()
preds = np.array(self.predictions).flatten()
return operations, preds
def weekstats(self):
current_value = self.Portfolio.TotalPortfolioValue
totalprofit = (current_value - self.last_week_value)
weekly_return = (current_value - self.last_week_value) / self.last_week_value
string_total = f'Total weekly profit: {totalprofit}\nWeekly Return: {weekly_return}'
self.last_week_value = current_value
self.ObjectStore.Save(self.storage_key, str(self.last_week_value))
self.debug(string_total)
# To be uncommented when live
if nt.NOTIFY:
self.notify.telegram(self.debug_channel_tg, string_total)
for email in self.email_address:
self.notify.email(email, "Weekly Results", string_total)
self.last_trade = None
def get_next_tag(self, symbol):
try:
previous_tag = self.previous_tag[symbol]
except:
sess = 'D' if time(6, 30) <= self.time.time() <= time(14, 0) else 'N'
previous_tag = f'ML_{symbol}_{self.time.strftime("%Y%m%d")}_0{sess}'
self.previous_tag[symbol] = previous_tag
sess = previous_tag[-1]
number = int(previous_tag[previous_tag.rfind('_')+1:-1])
date_prev_tag = previous_tag[:previous_tag.rfind('_')]
date_prev_tag = date_prev_tag[date_prev_tag.rfind('_')+1:]
date_prev_tag = datetime.strptime(date_prev_tag, "%Y%m%d").date()
if sess=='D' and time(6, 30) <= self.time.time() <= time(14, 0) and self.time.date()==date_prev_tag:
number += 1
tag = previous_tag[:previous_tag.rfind('_')+1] + str(number) + sess
elif sess=='N' and (time(6, 30) > self.time.time() or time(14, 0) < self.time.time()) and abs((self.time.date()-date_prev_tag).days) <= 1:
number += 1
tag = previous_tag[:previous_tag.rfind('_')+1] + str(number) + sess
else:
date_today = self.time.strftime('%Y%m%d')
sess = 'D' if time(6, 30) <= self.time.time() <= time(14, 0) else 'N'
tag = 'ML_' + symbol + '_' + date_today + '_1' + sess
return tag
def on_order_event(self, order_event):
order = self.transactions.get_order_by_id(order_event.order_id)
self.debug("Order event function called")
if order_event.status == OrderStatus.FILLED:
self.debug("Order filled at order event")
if self.exit_alert_pending:
self.debug("Exit Alert Pending")
if len(self.trade_builder.closed_trades)>0:
last_trade = self.trade_builder.closed_trades[-1]
else:
last_trade = []
if last_trade == self.last_trade:
return
self.last_trade = last_trade
trade_tag = self.get_next_tag(order.symbol.value)
self.trade_list[self.previous_tag[order.symbol.value]] = self.last_trade
self.exit_signal, self.exit_stats = nt.debug_trade_statistics(self, order)
if nt.NOTIFY and self.exit_signal!='No Stats':
self.notify.telegram(self.order_alerts_channel_tg, self.exit_signal)
self.notify.telegram(self.order_alerts_channel_tg, self.exit_stats)
self.notify.telegram(self.debug_channel_tg, self.exit_signal)
self.notify.telegram(self.debug_channel_tg, self.exit_stats)
self.debug(self.exit_signal)
self.debug(self.exit_stats)
self.exit_alert_pending = False
if self.entry_alert_pending:
self.debug("Entry Alert Pending")
if len(self.trade_builder.closed_trades)>0:
self.last_trade = self.trade_builder.closed_trades[-1]
else:
self.last_trade = []
trade_tag = self.get_next_tag(order.symbol.value)
self.trade_string = nt.buy_sell_message(order, order_event, self.time, self.time_zone, trade_tag)
self.notify.telegram(self.order_alerts_channel_tg, self.trade_string)
self.notify.telegram(self.debug_channel_tg, self.trade_string)
self.last_trade_string = self.trade_string
self.debug(self.trade_string)
self.entry_alert_pending = False
self.previous_tag[order.symbol.value] = trade_tag
##############################
#Project#
#Kara BT at --paper-b2faf6610e086a65abc4749bfc493a1bdbf8f4f2--#
##############################
TEAM SAFI
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