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Lean vs QC cloud results not the same

Hi,

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

1)

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.

2)

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.

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first thing I learning while debugging, is that for some reason, some files that are downloaded get corrupted during download, the solution is to delete these files and download it again...

Yet, some files on the server are not correct and instead there is an xml file

This is for soy beans 2017-12-03

<Error>

<Code>NoSuchKey</Code>

<Message>The specified key does not exist.</Message>

<Key>cfd/oanda/minute/soybnusd/20171203_quote.zip</Key>

<RequestId>E3F2D883B1E37C38</RequestId>

<HostId>

some big string like base64 in here

</HostId>

</Error>

0

Hey Eric! To help as many people as possible any lean issues need to be

sent to the google groups for support.



https://groups.google.com/forum/m/#!forum/lean-engine
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.


thanks Jared was not aware of the group. I raised the discussion there

0

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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.


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