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First days going live... errors and blanks...
Michael Capitain
posted Oct 11, 2013

I sent an algo live... nothing special, a clone of the mean reversion... just to check out the live features.

She's sitting there doing nothing... is this just because she needs a day to build up mean data? Anyone out there looking at a way to pull historic data for the first n-days of live trading to get her up and rolling from t=0?

Furthermore, she crashes in the linregress module. Had this happen to another cloned algo. Anyone else getting these issues?

Any discussion is greatly appreciated!

Thanks,
-mc

3 responses
Dan Dunn
Oct 11, 2013

Hi Michael - Welcome to Quantopian! Sorry you're having a difficulty.

If you click the "build" button and nothing happens, the most common problem is that there is a problem getting the data to your browser. To pipe backtests to you, Quantopian uses websockets to open a connection between your browser and our server. We sometimes see people who have problems with websockets. Here is the troubleshooting list:

  • What browser are you using? Is it a recent version of Chrome or Firefox? If one of them is failing, can you try the other?
  • Do you have a popup blocker or ad blocker or some other browser plugin that might interfere?
  • Are you behind an unusually active firewall?

I just took this algo out for a spin and I didn't get any crashes or hangs, so it makes sense I think to troubleshoot your connection.

If you email [email protected] we can perhaps get into more detail on the problem.

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.

Dan Dunn
Oct 11, 2013

OK, I just picked up that you said live algorithm. Sorry for not seeing that quicker.

The mean-reversion algo has a lot of stocks, and a lot of data to load for the trailing window, and it's not optimized very much - it's dog-slow in minute mode unfortunately. I reproduced the runtime problem, too. That particular algo can't run in minute mode at all. I don't know if that's a bug in the backtester or in Seong's code yet.

Three things we need to do better there:

  1. Give you good feedback about the warmup.
  2. Make it faster!
  3. Make it easier to debug.

I'll keep digging.

Michael Capitain
Oct 13, 2013

Awesome... yeah, I tried a few other algos and they worked out great.

I'm moving on, but if/when I get back to Seong's code and try to get it to work in minute mode, I'll post my progress.

Thanks Dan!
-mc

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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.