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| Ticker | Equity data missing on Oct 19th 2018 |
| From | 2018-10-19 00:00:00 |
| To | 2018-10-19 00:00:00 |
| Security Type | Equity |
| Market | USA |
| Resolution | Daily |
| Status | Resolved |
Hi,
Yesterday when I was backtesting my algorithm in WebIDE, I found the equity data was missing for 2018/10/19 (no data was passed into CoarseSelectionFunction). Then I checked https://www.quantconnect.com/data/file/equity/usa/daily/a*/aapl.zip/aapl.csv#p=51
and confirmed the data is missing.
def CoarseSelectionFunction(self, coarse):
self.Log(f'{self.Time}: Coarse begins')
selected = [x for x in coarse if x.HasFundamentalData and x.Price > 3]
filtered = sorted(selected, key=lambda x: x.DollarVolume, reverse=True)
if len(coarse) == 0:
self.Log(f'{self.Time}: No data for coarse!')
return self.symbols
else:
self.symbols = [x.Symbol for x in filtered[:30]]The log tells
Best,
Xiyuan
1
