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Backtesting question about "fromdate" and "todate" with polygon.io



  •    DataFactory = store.getdata 
       data = DataFactory(
            dataname=ticker,
            tz=timezone,
            timeframe=bt.TimeFrame.Minutes,
            compression=1,
            fromdate=pd.Timestamp(args.start),
            sessionstart=datetime.time(9, 30),
            sessionend=datetime.time(16, 00),
            historical=True)
    

    I am using such parameters to backtest on history some simple strategy and I see that it runs from right date fromdate, but then after 1month of period, it skips all dates range and jump to the current last date. Any idea why this happens?



  • You may want to ask authors of the polygon.io data feed about this issue. As i remember it is not in the standard bt module.


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