Thanks Dan for the reply.
Hmmm... that is really strange because I am not using fetch_csv(). I am actually not using any external data sources only the wonderful quantopian stuff:
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import CustomFactor, Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import AverageDollarVolume, SimpleMovingAverage, Latest
from quantopian.pipeline.factors.morningstar import MarketCap
and the algo closes out all positions at the end of the day. But for some odd reason the PNL was reset to zero Nov 15 market open from Nov 14 market close with no overnight positions.
Even stranger is that I have 3 other algos live paper trading and PNL for those were not zeroed.
Is it possible to somehow unwittingly restart the algo paper trading? I did copy and paste the algo to modify position entry logic and launched that into live paper trading Nov 14.