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I started a backtest and found out that sometimes the timestamps are in the wrong order, so it looks like that the data is wrongly written or read. Here is an example from line 384880:
It jumps from 2019-02-19 to 2019-10-16 and back to 2019-02-19. I attached my whole log.zip file.
(I have some weird coding issue I never saw before. Can't say if it comes from your tool or if it's a Linux bug. Please ignore that in the file for now)
The text was updated successfully, but these errors were encountered:
Then, while the backtest is running the logger uses the test clock (rather than real time). backtest/engine/pyx L906.
self._advance_time(data.ts_init)
However, I believe you're running your backtest in streaming mode? I couldn't see from the logs if you're running with more than one instrument? If so this may relate to #554 and #560.
I started a backtest and found out that sometimes the timestamps are in the wrong order, so it looks like that the data is wrongly written or read. Here is an example from line 384880:
It jumps from 2019-02-19 to 2019-10-16 and back to 2019-02-19. I attached my whole log.zip file.
(I have some weird coding issue I never saw before. Can't say if it comes from your tool or if it's a Linux bug. Please ignore that in the file for now)
The text was updated successfully, but these errors were encountered: