[backtest] [charting] duplicate datapoint with warmup set by Laur Aliste

Laur Aliste INVESTOR

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Discovered an odd feature/bug when warmup period is requested - we get a duplicate datapoint at the beginning of our requested startDate. Run the attached backtest and verify duplicate from logs. Note if line #14 is commented out (warmup setup), it no longer reproduces; neither does it happen with warmup disabled and startDate moved back to 25th.

Looking at the fxcm eurusd minute data between 25th & 26th of June, no duplicates can be spotted.

Also the log confirms duplicate is at 1561507140 (which translates to Tue 25 Jun 2019 11:59:00 PM UTC); yet when we plot said data and consume from the ZMQ, the duplicate timestamp now reads 1561521600 (Wed 26 Jun 2019 04:00:00 AM UTC). All times should be UTC right, so where is this discrepancy creeping in from?

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Laur Aliste

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Rahul Chowdhury

39.9k ,

Hey Laur,

Thanks for pointing that out! It seems to be a bug with LEAN. We've opened up a Github Issue for this.

Laur Aliste

169 ,

Good stuff!
Can you comment on the timestamp discrepancy though - my understanding is the clocks are all UTC, meaning duplicate datapoint in the ZMQ charting message should still have the same timestamp of 1561507140.

Rahul Chowdhury

39.9k ,

Hey Laur,

I'm not able to reproduce the behavior you are talking about. Could you post a backtest that produces it? It would be greatly appreciated it.

Thanks
Rahul

Laur Aliste INVESTOR

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