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I observe that the closing prices of BTCUSD minute data from 17:01 to 17:09 on Oct 31, 2019 are 493831780.485. The prices before and after this period is 9000. Is there an error in the data? Attached backtest prints out the closing prices.
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Mia Alissi
To address the issues in 'Wang's' code, ensure the
datetimemodule is correctly imported and that data access follows QuantConnect conventions. Below is the revised code for improved functionality:Ensure that the data type subscription in QuantConnect aligns with how data is accessed in the code, using methods such as
slice.barsorslice.ticksas demonstrated above for precise data handling.Sources: Bybit Custom Data Crypto Regression Algorithm, Bybit Crypto Futures Regression Algorithm, Bitfinex Crypto Price Data - QuantConnect.com, Binance Crypto Price Data - QuantConnect.com, Handling Data - QuantConnect.com
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.
Wang Xingyin
Screenshot of the log.
Louis Szeto
Hi Wang
Extreme values may exist. If the market is not active, the L1 quotation might be extreme. You may filter these extreme quotes customly.
If you believe it is a data issue, file a data issue here, and we will investigate further.
Best
Louis
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.
Wang Xingyin
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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