I am using fetcher to get a csv file for backtest. While it loads correctly (I can see df.head() in initialize() ), when I run backtest in IDE, the start date is as specified in the Quantopian IDE. However, a simple code as listed below shows the minute bars have 2 issues:
def handle_data(context, data)
log.info("Backtest date/time {}", get_datetime())
Issues in minute bars are
Minute bars are not from the fetched CSV file
Minutes start from 13:30 hours on each day and go upto 20:00 hours. I was expecting it would use CSV data, but if not that, it would at least put minute bars per working time of the stock exchange.
2018-04-04 19:01 handle_data:156 INFO Backtest date/time 2018-04-04 13:31:00+00:00
2018-04-04 19:02 handle_data:156 INFO Backtest date/time 2018-04-04 13:32:00+00:00
2018-04-04 19:03 handle_data:156 INFO Backtest date/time 2018-04-04 13:33:00+00:00
2018-04-04 19:04 handle_data:156 INFO Backtest date/time 2018-04-04 13:34:00+00:00
2018-04-04 19:05 handle_data:156 INFO Backtest date/time 2018-04-04 13:35:00+00:00
2018-04-04 19:06 handle_data:156 INFO Backtest date/time 2018-04-04 13:36:00+00:00
...
...
...
2018-04-05 01:29 handle_data:156 INFO Backtest date/time 2018-04-04 19:59:00+00:00
2018-04-05 01:30 handle_data:156 INFO Backtest date/time 2018-04-04 20:00:00+00:00
2018-04-05 19:01 handle_data:156 INFO Backtest date/time 2018-04-05 13:31:00+00:00
2018-04-05 19:02 handle_data:156 INFO Backtest date/time 2018-04-05 13:32:00+00:00
2018-04-05 19:03 handle_data:156 INFO Backtest date/time 2018-04-05 13:33:00+00:00
2018-04-05 19:04 handle_data:156 INFO Backtest date/time 2018-04-05 13:34:00+00:00
Kindly advice.