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| Ticker | SPY |
| From | 2015-08-19 10:00:00 |
| To | 2015-08-19 10:00:00 |
| Security Type | Option |
| Market | USA |
| Resolution | Minute |
| Status | Resolved |
I attached the backtest which shows on 8-19-2015 a 1-day jump of portfolio value from ~$1M to $4.5M (high) and then going back. This anomaly really messes up performance results. Please let me what causes this issue and how to resolve/avoid it.
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Thank you Vladimir Rodeski for reporting this issue.
We'are working on it.
JayJayD has marked this issue as in progress.
Vladimir Rodeski, we are re-processing all options.
Also this issue was a tricky one, for that day, for a single second, all ticks for all contracts have wrong prices.
I'll close this post as this issue was reported here,
JayJayD has marked this issue as closed.
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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