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Bug Reports

Lets face it - bugs are almost a certainty! QuantConnect has tens of thousands of lines of code and as hard as we try to make it perfect there will be bugs

Thank you for your patience as we squash them :) In the spirit of openness and transparency feel free to post them here, and we'll tick them off as we fix them.

If you'd rather please email us directly at contact@quantconnect.com
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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.



Jared;

Today while running an algorithm, I noticed "parallel" as the Run Mode in the Backtest bottom panel. The documentation says that it automatically selects "Series" when selecting minute data.

I then set the RunMode to Series in my code and restested - better results! Not sure if this is a new bug, or if I never noticed it before.

Cheers!
Marc.
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Hey @Marc -- thanks for letting us know -- I'm fairly sure that is just part of a parallel strategy, if you don't hold assets overnight the returns will be lower -- and if you sell stock at the end of a day, you'll incur higher fees. Were you trading an intraday strategy?
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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.


Thanks for the quick feedback Jared;

Here's another bug:

When running a new backtest and trying to look at the Log I get the following error:

Warning: Invalid argument supplied for foreach() in processLoadLog.php
on line 16

Earlier backtests today do not have this error.
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Good catch -- I thought I'd fixed this one! Obviously not! Will fix it tonight
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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.


I noticed the error was no longer there this afternoon when I ran a simulation - You may have fixed it earlier today before you saw my notice above...
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Jared;

Trying to use the new CSV trader project template.
I uploaded a CSV file to my gdrive, being careful to replicate the DateTime format provided in the example csv (w IBM).
I keep getting the following error:

Error in simulation request: There were no tradeable days in the period selected (12/30/2099,1/1/0001)

I adjusted the dates after my first attempt, but it does not seem to work...

Here's my CSV file:
https://docs.google.com/file/d/0By0JOTzSi6VDR0hTQ2gzTkhHVG8/edit?usp=sharing

What am I doing wrong?
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Hey @MarcD'aoust! Glad to see you're trying out the template.

The CSV looks fine but I think that link is to a web-page, not a CSV file itself. If you use dropbox the share-link will be for an actual file. One user reported another bug I'm still tracking down where it didn't execute at the ends of the day but your orders look fine.

To test the share-link put the URL into a browser and if it downloads a file or shows a plain text list of orders you should be fine.
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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.


After having tried links from Google drive and Skydrive, I setup an account on DropBox and got it to work!

It complained that one of the symbols "LIZ" was not in the database. Not sure what happened to the stock, if it merged with another or got delisted. I only had two xactions for it, so I removed them from the CSV, and now its running...so far 22% gain...
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We use a "perma-tick" system which gives permanent string symbol names even when the companies die and get renamed (system is from QuantQuote the data provider).

We haven't made a formal page explaining this yet but you can see the full list of companies here: https://www.quantconnect.com/cache/QuantConnect-US-Equities-Asset-List.xlsx
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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.


Thanks, I'll look at it tomorrow...

The CSV simulation finished with 27% aver the 12 month period. Somewhat different than my expectations. I have to review the xactions to see where the main differences may be. One is that I arbitrarily chose 9:50 to buy and 3:30 to sell. Since the xactions in the CSV are from an EOD system, the decision to buy or sell that day is not time sensitive, but price-sensitive (price limit) - I am working at translating my EOD system into your tick-based system - more on that later.

I do however question the summary calculations on the right-hand side. It says 61 xactions, but in the log I count 200. Also what does Trade Frequency = 4 mean?
Maybe I should look in the documention....

Regards;
Marc.
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Interesting Marc -- yes please do question the summary stats. I have my doubts there and its on my todo list to review it.

I think the left side is Buy-Sell pairs, but I should change that to be simple transactions. It still doesn't add up. Does the log-count match your CSV count? (i.e. did all your orders fill?).

Trade frequency is a made up stat -- just meaning trades per day. If you look in QC.Common it returns an array of Strings-Decimal pairs, you can actually re-write the QC.Common handler and return any statistic you like.

https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Common/Statistics/Statistics.cs
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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.


Jared;

I got a new error when running an updated simulation algorithm:

Error in simulation request: Algorithm failed to load. Ensure there is one class inheriting from QCAlgorithm and it overrides Initialize().

My code was running fine earlier today...
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All fixed @Marc -- we pushed an update earlier today to increase the maximum runtime to 12 hours.
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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.


Jared - sorry to report that I am still getting that error after rebuilding again.

The CSV simulation builds and runs correctly, but the "MyAlgorithm" builds but then the above error appears after submitting it for a run.

Does the include block or the class signature require any changes?

Marc.
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No signature changes, I just re-ran the Order Processor Template and it works fine. I just saw the default new-file template will cause bugs, perhaps you added a new file recently? I'll adjust this template now. If you change it to use "Partial" classes for each mention of your algorithm it will work fine.
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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.


Jared;

The error was an albatross with a red herring. I made the mistake of specifying an end date of Sept 31st - which is invalid!

I tested this condition in the CSV simulator and got the same error message:
"Ensure there is one class inheriting from QCAlgorithm and it overrides Initialize()."

Took me a while to isolate the source of the error...

Regards;
Marc.
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Very strange! I tested the same end date and got a more applicable error:

"Error in simulation request: There were no tradeable days in the period selected (01/01/2012,01/01/0001)"

Perhaps you could use DateTime.Today.AddDays(-1) as the end date to avoid this in the future. Do you mind messaging me in private? I'd like try and to repeat your error message and write a more descriptive handler for it.
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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.


By the way -- occasionally there will be delisted stocks not in the excel list above. We still have all the data but just need to update the database (and xls) to let it know whats available.

If you come across missing symbols not in the XLS please post here and we'll double check we have it in storage.
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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.


Just want to let you know about an issue I am having:

I have defined 4 MOMP indicators all named differently (MOMP1, MOMP2, MOMP5, and MOMP14) in the same algorithm. 

While the algo builds and backtests fine, the graphics on the charts freak out when I try to display stacked versions of the MOMPS. I am only able to view one plot at a time. Although a window opens for each plot, the plot says "Waiting for Chart". Although the chart I click shows up in the first window. 

See the attached screenshot. (I first clicked MOMP1, then 2, then 14. MOMP14 is displayed, but in a window called MOMP1, and the other windows are blank.)

I don't really need a response, just wanted to let you know about a bug. 
 

 

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As well, referring again to the MOMP charts, it is a bit confusing because the y-axis is plotting units in $ format, but isn't it supposed to be % ? 

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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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