Comments (2)
The min_history
parameter could be relevant there. You probably need to set it to something like pd.Timedelta('7d')
or pd.Timedelta('0d')
if you want all data to be used. The default is one year. It is used to keep assets that recently IPO'd out of back-tests.
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Yeah by looking at _earliest_backtest_start
in data.py
I suspect that's what happened. I'll reopen to this to remind me to add better error checking there.
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Related Issues (20)
- Example request - Margin in a different currency HOT 14
- BUG: packaging failed to include modules moved into submodules (constraints, data)
- Feature request: handle user-defined time-varying universes (and better error checks with temporary `nan`s in user-provided returns) HOT 13
- Data quality issues in `ftse100_daily` example strategy
- EOFError: Ran out of input HOT 4
- Rendering of code blocks in README on github is broken
- Feature request: add `market_data=None` option to `Policy.execute`
- Feature request: Add constraint priority with automatic resolution into soft-constraints HOT 1
- Is it possible to have different costs definition depending on entry or exit HOT 1
- can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible] HOT 1
- Feature Request: Online Data Loading HOT 1
- Ecos needs to added in pyproject "test" optional dependencies HOT 1
- Issue loading data from FRED HOT 9
- Testsuite failing on py 3.9 b/c of dependencies HOT 1
- The result of backtesting 30 years is different from 5 years? HOT 5
- Feature Request: Ignore Tcosts in first period HOT 2
- Incompatible with Numpy 2.0 HOT 1
- How are returns computed? HOT 1
- New Cvxportfolio versions will have the General Public License
- Optimization `BacktestResult` with `AllCash` benchmark confusing
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