Hi Dan,
Many thanks for your feedback.
Actually, my problem was a bit more extensive, but with the help of your reply, I found a solution.
GOOG was only a far-fetched example - my mistake that I didn't share an exact one. There were a plenty of tickers which I traded in the ALGO and unable to find price data for them in RESEARCH. An actual example:
My algorithm bought:
- Ticker: PNK-21187
- Date:Timestamp('2014-04-01 00:00:00')
But when I tried to load data like:
get_pricing('PNK', start_date='2014-03-01', end_date='2014-04-01', frequency='daily')
I got only NANs. Now I understand that the problem was that I was ignoring the SID which is part of the ticker in the backtest environment and also it only can be used as an integer. As first I thought SIDs are mainly important in the ALGO section, but RESEARCH work with Symbol. The correct method would've been:
get_pricing(21187, start_date='2014-03-01', end_date='2014-04-01', frequency='daily')
- the get_backtest function gives back tickers like 'PNK-21187' where
the second part is the actual sid that should be used
- note that '21187' doesn't work as a string only as integer
I also found helpful that in RESEARCH notebook I can use print(symbols(21187)) or print(symbols('PNK')) or print(symbols('PNK').sid) to check these. Because the ticker as highlighted in documentation can refer to different equitites in time, and that was my really basic problem: symbols('PNK') != symbols(21187)
Hope this explanation helps someone :)