Comments (2)
Interesting, so under the hood the code is the same, we're just quering alpaca using the same symbols. It would most likely be some difference that alpaca is giving the data back to us or us dropping sets of data. Back when I wrote this in 2021 alpaca had a few weird history bugs like this on their end but maybe they're resolved now. I'll try to replicate on my end.
from blankly.
I figured it was in Alpaca, but didn't have the time to dig in today. It's odd, it looks like the first "chunk" of data on TQQQ is almost acting like it is using '100' as a baseline/offset, then the next chunk looks like it is using '50' as a baseline/offset, and then it normalizes.
from blankly.
Related Issues (20)
- get file extension using pathlib HOT 1
- Backtest results as pickle save or an other serialization format HOT 5
- Add custom plot HOT 1
- Append bar to history raises either a TypeError or a FutureWarning HOT 2
- Binance futures not working HOT 7
- IndexError: list index out of range HOT 1
- state.interface.history duplicating prices HOT 3
- Title:Trailing Stop with limit orders in Blankly Finance paper trading environment HOT 9
- Implementing Upbit Exchange HOT 1
- Cannot run blankly login HOT 6
- Alpaca not working with crypto HOT 1
- Integrate Blankly with a timeseries database HOT 1
- Accept in memory data for backtest
- strategy.backtest without `to` argument should infer `start_time` and `end_time`
- KeyError: 'bidMultiplierUp' HOT 3
- Alpaca Cryptocurrency error(maybe just an alpaca related data error) HOT 1
- Inconsistencies in asset visualisation HOT 1
- Ow
- bar_event squashes price_event price HOT 1
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from blankly.