Thought I'd follow up on the bug described here:
https://www.quantopian.com/posts/market-on-close-moc-orders
The date displayed near the Week/Month/All buttons is off by one day when a full backtest is run and the results are displayed. For the attached backtest, it will display as July 2 for the peak, but it should be July 3, when the market closed early.
What is the status?
Grant
Also, if I compare the red benchmark line above to the one in my post on https://www.quantopian.com/posts/market-on-close-moc-orders, there is a difference. Above, the red line peaks on July 5, but in my prior post, it peaks on July 3. Why the difference?
Grant
Grant, a couple quick questions, if you don't mind.
1) What does the print log say for your "print date" statement? July 3rd or July 2nd?
2) If it's not too intrusive a question to ask, what time zone are you in?
I ask because this and the other post both have the record peak on July 3rd, so hunch is that you are seeing an issue with the Javascript rendering of the graph, and the printing of July 2 may be because the midnight timestamp representing July 3rd may be converted to a time before midnight in your timezone.
(I am in New York/America, EST/EDT.)
For some more context, we recently made the log prefix for print logs be in UTC to match the timestamp reported by the algorithm, which was causing similar confusion.
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Thanks Eddie,
The log output:
2013-07-03PRINT2013-07-03
End of logs.
I am in the same time zone as you are. Currently, my pc indicates 6:17 pm, 8/17/2013.
No rush on this...just thought I'd see if we could close it out.
Grant
Eddie,
Not sure if it matters, but I'm running Window 8, 32-bit, & Firefox 23.0.1.
If you can't reproduce the problem, I'll send screen shots, if it would be helpful.
Grant
Grant, I'm struggling to reproduce this. Firefox 23 on Windows 7. (perhaps the Windows version is the difference)
Screenshot of your backtest widget above: http://screencast.com/t/yB1ovN31
I cloned the algo and built it in the IDE: http://screencast.com/t/zUKrEsoQIl
And then I ran a full backtest: http://screencast.com/t/5PSmua1oC
In all three of them, I see the custom signal peak on July 3, which makes sense. I gather you're seeing something different?
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.
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.
