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enzbus avatar enzbus commented on June 25, 2024

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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enzbus avatar enzbus commented on June 25, 2024

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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