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Data limited to 2014?
Jack K
edited
Seeking Help

I've noticed that in my backtests that no transactions will take place until 2014. I didn't have this issue a couple days ago, so I'm starting to think that I might be using premium data somewhere? Can anyone tell me if any of this data is limited to 2014? Thanks

edit: Just realized that I probably ran out of memory. Is there a way to monitor memory usage, like there is in notebook?

from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import CustomFactor
from quantopian.pipeline.factors import SimpleMovingAverage, AverageDollarVolume
from quantopian.pipeline.filters.morningstar import Q1500US
from quantopian.pipeline.data.morningstar import earnings_ratios
from quantopian.pipeline.data.morningstar import earnings_report
from quantopian.pipeline.data.morningstar import valuation
from quantopian.pipeline.data.morningstar import valuation_ratios
from quantopian.pipeline.data.morningstar import operation_ratios
from quantopian.pipeline.data.morningstar import income_statement
from quantopian.pipeline.data.morningstar import asset_classification
from talib import ATR

1 response
Josh Payne

Hi Jack,

I don't see anything in that import statement indicating the use of premium data. Generally, for those data sets, the older data is free to use in research and backtest without a subscription. If you hit a time frame for which either 1) the data isn't available because the date range goes too far or 2) you're attempting to backtest over a time period that requires a data subscription, you'll get an error stating as such.

If you can share more of your algorithm, the community might be able to help further!

Thanks
Josh

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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.