I’ve seen this before. At times, I want to look at how the algo traded during a drawdown. So I manually step through the trades, annotated in the “Transaction Details” and mark the algo's buys/sells on a chart.
Here are two examples from the Transaction Details, showing the algo buying and selling on Sundays.
How can we trust backtest data when the algo indicates trading on days when the exchanges are actually closed?
They know about that.
They have filed an issue about it in bug-tracking system half year ago.
What they do not know: when it is going to be fixed.
https://www.quantopian.com/posts/data-or-backtesting-engine-bug
I am pretty sure you can fix this "bug" by setting the timezone on your computer to Greenwich, if it bothers you that much, right?
Vladimir, thank you very much. I read through the threads related to the link you provided.
And Simon, thanks for the work-around.
After reading through the prior posts, I'm concluding that although this is a "bug," it doesn't sound like one's backtest results are significantly impacted, erroneous, or misleading.
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