Closed Leonz5288 closed 1 month ago
Hey @Leonz5288
Thanks for the report on these errors.
I've gone ahead and fixed these on develop
and credited you in the release notes. The nightly branch will be merged later today which is when the changes will be reflected on the docs site.
On your point 2, the two columns are fine at a minimum, as the timestamp is the index.
Part of the issue here is we don't have a good docs testing story, and because these code snippets are buried under docs/
in markdown, they aren't run.
There's a few options to improve this such as converting these to runnable jupyter notebooks or code modules which can then be inserted into the markdown at docs build time. It's just a matter of time before this improves.
https://github.com/nautechsystems/nautilus_trader/blob/3d8543c9a033677939d73f68d2766d172ee5f3d8/docs/tutorials/backtest_high_level.md?plain=1#L66
format
here should bedatetime_format
in consistent with below otherwise error will be reported. https://github.com/nautechsystems/nautilus_trader/blob/3d8543c9a033677939d73f68d2766d172ee5f3d8/nautilus_trader/persistence/loaders.py#L28-L32https://github.com/nautechsystems/nautilus_trader/blob/3d8543c9a033677939d73f68d2766d172ee5f3d8/docs/tutorials/backtest_high_level.md?plain=1#L67 The dataset I downloaded from the source suggested in tutorial have three columns instead of two suggested here. So need another column name after
ask_price
here. Not sure if all datasets are consistent in this tho.https://github.com/nautechsystems/nautilus_trader/blob/3d8543c9a033677939d73f68d2766d172ee5f3d8/docs/tutorials/backtest_high_level.md?plain=1#L140-L148 The
.value
should be deleted here because some operations in loading data are treating instrument id as object instead of str. Otherwise errors will be thrown as belowThe
catalog_path
here is a bit of confusing because following the tutorial we have defined aCATALOG_PATH
that we can use directly but here is using an environment variable that wasn't mentioned before. Could change this toCATALOG_PATH
to make the tutorial clearer? Just a suggestion.I'm happy to create a pull request if these errors are confirmed.