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Problem with Backtest Data in Research

Heya awesome people,

I'm pretty new to Quantopian and Python as a whole, but have some decent experience with other languages.
I'm currently trying to have a look at the daily returns of my algorithm and I've got 2 questions:

  1. I've loaded the backtest into the Research-platform and accessed the daily returns via "daily_performance", which gives me whole lot of
    stuff. Is there a way to only get the daily returns of my algorithm?

  2. I'd like to have a look at my daily returns during the whole period, but it only shows me the first month and the last month. In between I get a row with "...". Is there a way to get the missing dates?

I appreciate every effort of anyone of you and am happy if someone is able to help me. :)

Kind regards