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Can't change backtest data frequency.

The button isn't appearing. Is it just me?

5 responses

Under so-called Q2 (a recent major upgrade to the Quantopian API), the backtester only runs on minute bars.

So, is there no way to run it on day bars? It's taking a lot of time to backtest this way.

Correct. However, you no longer need to call handle_data (in fact, it isn't required to be in your algo). So I'd have a look at your algo to see if perhaps the code could be improved for computational efficiency. Do you need to call a function every minute?

For Q2, one thing I don't understand is that there must still be some churning going on because of the slippage model. If there are open orders needing to be filled, then code must be running in the background?

I guess I understand it now. I'm a beginner and I have just started the basic tutorials in here. I have just came up to the schedule_function() part and I see I can use it to set functions to run and place orders whenever I want, while the handle_data one, if I choose to define it, will be executed every minute. Is that it?

That's correct. I'd suggest using schedule_function(). Also, code can be run in before_trading_start, but I don't think you can submit orders from this function.