I have a strategy running with custom data (Dates, close, volume only). However, when I print out the prices, the ones that appear in my logs dont seem to much those of my dataset. I am scheduling my trade function to date_rules = month end and time rules = market close minutes 180 - I think that this may be the issue ie. quantopian adjusts the close prices to account for this time lag.
Can anyone confirm this hypothesis or suggest a counter?
Thanks,
T
A few questions... are you using self-serve data to upload your own close and volume data? What securities are you uploading and over what dates? When you say 'when I print out the prices, the ones that appear in my logs don't seem to match those of my dataset' what 'prices' are you printing? Are they the ones you uploaded or are you getting built in data via USEquityPricing or data.history or the like?
So, not sure what the specific issue is but here are a few highlights on how Quantopian handles self-serve data and built-in price data.
Take a look at the self serve data docs for more on how self serve data is handled (https://www.quantopian.com/docs/user-guide/tools/self-serve#considerations)
Perhaps attach a backtest? It may be easier to troubleshoot.
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