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hyu2707 / goquantdata

python based trading engine for equities and cryptocurrency
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[P0] backtest order not shown after submitting #36

Closed hyu2707 closed 4 years ago

hyu2707 commented 4 years ago

some symbol didn't show in position after submit

hyu2707 commented 4 years ago

it caused by data feed. Some data is missing in csv file, so in the bars it doesn't contain that symbol. The order will be hold until the data is available. To solve it, in #35 fill some of the missing value in the data.

hyu2707 commented 4 years ago

after the fix, the "MCD" csv will be like:

Date Time,Symbol,Open,High,Low,Close,Volume,Adj Close
2019-12-02 09:00:00,MCD,,,,,,
2019-12-02 09:01:00,MCD,,,,,,
2019-12-02 09:02:00,MCD,,,,,,
2019-12-02 09:03:00,MCD,,,,,,
2019-12-02 09:04:00,MCD,,,,,,
2019-12-02 09:05:00,MCD,,,,,,
2019-12-02 09:06:00,MCD,195.08,195.08,195.08,195.08,100.0,195.08
2019-12-02 09:07:00,MCD,195.08,195.08,195.08,195.08,100.0,195.08
2019-12-02 09:08:00,MCD,195.08,195.08,195.08,195.08,100.0,195.08
2019-12-02 09:09:00,MCD,195.08,195.08,195.08,195.08,100.0,195.08
2019-12-02 09:12:00,MCD,195.08,195.08,195.08,195.08,100.0,195.08
2019-12-02 09:13:00,MCD,195.08,195.08,195.08,195.08,100.0,195.08

The order will be submitted on 2019-12-02 09:06:00