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Weird behavior with "before_trading_start"
Jonathan Ng
posted Apr 18, 2015

If you add the following piece of code, you'll see some unexpected behavior.

def before_trading_start(context):  
    return get_datetime('US/Eastern')  
2002-01-03 PRINT 2002-01-02 19:00:00-05:00  
2002-01-04 PRINT 2002-01-03 19:00:00-05:00  
2002-01-04 PRINT 2002-01-03 19:00:00-05:00  
2002-01-07 PRINT 2002-01-06 19:00:00-05:00  
2002-01-07 PRINT 2002-01-06 19:00:00-05:00  
2002-01-07 PRINT 2002-01-06 19:00:00-05:00  
2002-01-08 PRINT 2002-01-07 19:00:00-05:00  
2002-01-08 PRINT 2002-01-07 19:00:00-05:00  
2002-01-09 PRINT 2002-01-08 19:00:00-05:00  
2002-01-10 PRINT 2002-01-09 19:00:00-05:00  
2002-01-10 PRINT 2002-01-09 19:00:00-05:00  
2002-01-11 PRINT 2002-01-10 19:00:00-05:00  
2002-01-14 PRINT 2002-01-13 19:00:00-05:00  
2002-01-14 PRINT 2002-01-13 19:00:00-05:00  
2002-01-14 PRINT 2002-01-13 19:00:00-05:00

It appears that before_trading_start can run several times before the trading day. Weird.

Anyone see the same? Anyone have any insight on why?

Seems like a bug...

4 responses
Grant Kiehne
Apr 18, 2015

Jonathan,

I haven't been able to replicate it. The attached code produces:

2015-04-14 PRINT 2015-04-13 20:00:00-04:00  
2015-04-15 PRINT 2015-04-14 20:00:00-04:00  
2015-04-16 PRINT 2015-04-15 20:00:00-04:00

Could you attach your entire code as a backtest? I'll run it to see if I can understand what's going on.

Grant

Jonathan Ng
Apr 18, 2015

Hi Grant,

You will notice that before_trading_start occurs twice on 1/4/2002. I'm sure it has something to do with fetch_csv. Strange indeed.

Thanks,
Jonathan.

Alisa Deychman
Apr 28, 2015

Jonathan, this looks to be a bug with Fetcher + before_trading_start(), which I was also to reproduce with different date combinations.

Appears that on the date of your fetcher file, before_trading_start() will get called several times. We'll get that fixed.

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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.

Josh Payne
May 21, 2015

This is now fixed. Thanks for pointing it out.

Disclaimer

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.

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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.