Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Feature request: current locale vs stock exchange timezone selection

I believe that backtesting always shows date/time (graphs, transactions, positions, logs) in local time (where local is web browser/computer locale).
While this can be useful, often the user likes to see everything in stock exchange time zone. It would be great to have the option to choose.

3 responses

Thanks Luca for the request! I've heard it a couple times before and I agree the timzones can get confusing. I'll add your vote to the suggestion.

Disclaimer

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.

Initially I thought it was just a matter of remembering to subtract/add a bunch of hours, but actually this timezone changes completely the way you look at your daily graphs, positions, transactions. Let me explain it better.

Because I live in Australia, when timezone is taken into account, a single trading day in NY runs from the night and the following morning of a day in Australia. A NY trading day is split in two different days in Australia. This means that daily statistics, positions, transactions and graphs seen in Australia contain information from two different days of NY: each Australian daily information contains data from end of previous NY trading day and data from start of current NY trading day.

Suppose I have an algorithm that trades at market open and close, if I look at statistics with Australia timezone they are very different from the same statistics seen in NY.

Does quantopian provide a way to alter your local timezone? May be via user preferences.

I agree with Luca that such a feature is required for backtest results and risk metrics to be meaningful.