Fetcher - Mainting Past Data/Intellectual property rights of CSV data.

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Fetcher - Mainting Past Data/Intellectual property rights of CSV data.

posted Nov 24, 2015

I don't really understand this requirement from the docs:

Live Trading and Fetcher When Fetcher is used in Live Trading or Paper
Trading, the fetch_csv() command is invoked once per trading day, when
the algorithm warms up, before market open. It's important that the
fetched data with dates in the past be maintained so that warm up can
be performed properly; Quantopian does not keep a copy of your fetched
data, and algorithm warmup will not work properly if past data is
changed or removed. Data for 'today' and dates going forward can be
added and updated.

Is that suggesting if today is T (11/23/2015) and the CSV has the data:
date,symbol,factor1
11/23/2015,AAPL,5.4

On T+1 it must maintain the data from T:
date,symbol,factor1
11/23/2015,AAPL,5.4
11/24/2015,AAPL,5.6

And if the CSV file doesn't contain the data from T (11/23/2015) and only contains T+1 data then
then

"algorithm warmup will not work properly"

I am I interpreting that correctly ?? If so it seems like an absurd requirement.
What could possibly be the reason why the quantopian IDE requires the algos to maintain CSV historical data ?

"warm up can be performed properly"

Seems like an extremely vague reason to provide to a technical oriented user base community.

If the data from the past date in the CSV is obsolete for the purpose of the Algo why does quantopian require you to maintain the CSV ?

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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.