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run_pipeline in backtest
Shuang Liang
posted
Pipeline

In research, all historical data can be retrieved using run_pipeline up to date. In back test, however, the system returns only one day worth of data everyday. I tried the data.history to pull historical data, but it pulled data up to the back test start date.

I need to analyze historical returns to come up with a ranking scheme. This is to be done daily before market open. Is there a way to pull data from the past N years (excluding current year)? In other word, is there an equivalent of run_pipeline in back test mode? or Is it possible to allow the use of research run_pipeline in back test?

If the above is impossible and I have to use data.history, is there a way to move the back test start date forward dynamically so I can simulate my daily analysis while using data.history to pull past data?

1 response
Shuang Liang

I tried data.history it seems to work as a replacement of run_pipeline with slight difference

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