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Help Needed With 'Fetcher'
Peter Cawthron
edited Aug 13, 2013

I'm using fetcher to read a CSV of SPY closing prices as a learning exercise. I have a start condition so that there is no error for dates before the start of my data.

But what is happening after the end of my data? The last value is repeated - to see this either look at the custom chart or the logs.

2013-03-05 PRINT 154.31  
2013-03-06 PRINT 154.51  
2013-03-07 PRINT 154.79    (This is the last day of my CSV data)  
2013-03-08 PRINT 154.79  
2013-03-11 PRINT 154.79  
2013-03-12 PRINT 154.79

End of logs.

is this expected behaviour? I was expecting to see 'No data for 'MyData'' for the days after my data.

P.

2 responses
Thomas Wiecki
Aug 13, 2013

Hi Peter,

Yes, that's a little confusing unfortunately. If a signal is not provided anymore, zipline forward-fills the data from the last time the signal was available. This is so that you can still order low-volume stocks that do not have signals every minute but it also leads to sometimes confusing behavior like here.

Thomas

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Peter Cawthron
Aug 13, 2013

Thanks, Thomas. I hadn't considered forward fill.

P.

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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.