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Backtest hanging
Billy Abildgaard
posted Aug 28, 2015

Hi Guys,

Anyone have any ideas why the backtest sometimes hangs? I'll go through my code and make sure there are no errors. When I go to run backtest it acts like it's loading the data and just shows the backtesting loading graph forever. I even try this on the example code on the homepage and that gets the same issue which seems to confirm that the code is not the issue. I then thought it was some weird issue with Chrome so I tried running things in IE and got the same issue once again.

On the issue of backtesting I've also noticed that "Overall Return" seems to just be the last value for return when I run backtest instead of an average over my timespan. If someone could provide insight to any of the things I'm experiencing I would be very grateful.

1 response
James Christopher
Aug 28, 2015

We are aware of this issue, it typically occurs when using fetch_csv with a large data file, alternatively we've noticed this happening when an algorithm asks for lots of data. For example lots of calls to get_fundamentals + long history() window of minutely data for lots of securities can result in the backtest 'hanging'. As far as a solution goes, you can't really do much in the way of 'fetch_csv' expect let it parse the file, but if you are doing some pretty heavy querying of data on our database (e.g. fundamentals, history) you can try to eliminate fields and shorten loopback windows, or try and shrink the number of securities you are querying from.

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.