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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 standardbt
module.