I trying to understand why my backtests when run on cloud vs local leads to totally opposite results... sharp ratio >4 on cloud and <4 on local instance.

I'm based on France, GMT+1, and I have set timezone SetTimeZone(TimeZones.Utc)

I have downloaded the data from QC for Oanda.

I have many errors on the logs, and I'm trying to understand what could lead to different results

  • Are the errors listed below also happening on QC Cloud? I don't see it in the server logs
  • Is there a bug in the DataFeed Provider?
  • Is this related to the timezone I'm running?
  • Is this related to data missing?
I will start debugging the issue, but any advices are welcome. Thanks


20171224 11:50:53.339 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/cfd/oanda/minute/au200aud/20171209_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.

Since the market hours for the australian index opens on Sunday my time, it tries to load the data Sunday's data, which is not available. The file does not exist in my folder, the files are available from  monday to friday.


20171224 11:55:11.840 ERROR:: ZipDataCacheProvider.Fetch(): Corrupt zip file/entry: ../../../Data/cfd/oanda/minute/xaujpy/20171217_quote.zip# Error: Ionic.Zip.ZipException: Cannot read that as a ZipFile ---> Ionic.Zip.BadReadException:   Bad signature (0x6D783F3C) at position  0x00000000
  at Ionic.Zip.ZipEntry.ReadHeader (Ionic.Zip.ZipEntry ze, System.Text.Encoding defaultEncoding) [0x00072] in <d32509d40c404cd7956ec134ab2a504d>:0 
  at Ionic.Zip.ZipEntry.ReadEntry (Ionic.Zip.ZipContainer zc, System.Boolean first) [0x00044] in <d32509d40c404cd7956ec134ab2a504d>:0 
  at Ionic.Zip.ZipFile.ReadIntoInstance_Orig (Ionic.Zip.ZipFile zf) [0x000b6] in <d32509d40c404cd7956ec134ab2a504d>:0 
  at Ionic.Zip.ZipFile.ReadIntoInstance (Ionic.Zip.ZipFile zf) [0x00144] in <d32509d40c404cd7956ec134ab2a504d>:0 
   --- End of inner exception stack trace ---
  at Ionic.Zip.ZipFile.ReadIntoInstance (Ionic.Zip.ZipFile zf) [0x0017c] in <d32509d40c404cd7956ec134ab2a504d>:0 
  at Ionic.Zip.ZipFile.Read (System.IO.Stream zipStream, System.IO.TextWriter statusMessageWriter, System.Text.Encoding encoding, System.EventHandler`1[TEventArgs] readProgress) [0x00072] in <d32509d40c404cd7956ec134ab2a504d>:0 
  at Ionic.Zip.ZipFile.Read (System.IO.Stream zipStream) [0x00000] in <d32509d40c404cd7956ec134ab2a504d>:0 
  at QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider.Fetch (System.String key) [0x000d0] in /Users/erik/Projects/ebengtso/Lean.git/Engine/DataFeeds/ZipDataCacheProvider.cs:86 

This time the file exists, but it's not a valid zip file.