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How to customize the benchmark/Trading Environment?
Fuheng Wu
posted

I want to use Hangseng index as my benchmark instead of the default SP500 index.

I add the following line in my program: 

environment = TradingEnvironment(load=None,bm_symbol='^HSI')

I run my backtest but get error:
[2014-02-03 12:41] WARNING: Loader: No benchmark data found for date range. start_date=2014-01-31 00:00:00+00:00, end_date=2014-02-03 12:41:49.851766, url=http://ichart.finance.yahoo.com/table.csv?s=%5EHSI&a=0&b=31&c=2014&d=1&e=3&f=2014&g=d

Anybody knows how to correctly customize the benchmark? or my TradingEnvironment?

1 response
Eddie Hebert

Fuenhg, am I correct in assuming you are using Zipline with a local setup? (i.e. not through our web IDE.)

You look like you are on the right track; however 2014-01-31 was the Chinese New Year, which I assume was a market holiday there; so I assume there would be no benchmark data between then and today. (Though I can't lay claim to knowing how the Chinese exchanges' calendars work.)
Extending your start date to a date prior to the 31st may unblock you.

Also, for Zipline specific questions, especially topics like interacting with non-U.S. Equity markets, I recommend using the Ziplnie Google Group, [email protected]

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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.