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UPRO, Daily The issue starts from May 25th, 2018 09:31 PM; and continues until May 26th, 2018

Ticker UPRO
From 2018-05-25 21:31:00
To 2018-05-26 00:00:00
Security Type Equity
Market USA
Resolution Daily
Status Closed

On the aforementioned date, a UPRO market order executes at $15.81 when the the value before and after that price is approximately $47. 

Update Backtest







Brian, you already reported this issue here, and I couldn't find a problem with the data.

Plase take a look to the attached algorithm, particularly the close plot and the trades.

If you still believe there is an issue with the data, please provide us a test case with the expected and actual values so we can zoom into it easily.

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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.


JayJayD has marked this issue as in progress.

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I'm not sure why it doesn't show up. Here's a screenshot of the trade.

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Brian Christopher , I was able to replicate the issue with daily data but not with other resolutions. Can you please try with higher resolution (e.g. Hourly)?

In the meantime we're working on it in the Lean side.

Thank you for reporting the issue!

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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.


Brian, you can follow the fix to this issue here.

As this is not a problem related with data I'll close the thread.

Best and thanks again for reporting it... twice! :)

JJD

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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.


JayJayD has marked this issue as closed.

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Update Backtest





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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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