I am trying to run the Zipline sample backtest here: Usage Guide
I have made one change, to replace USEquityPricing with EquityPricing, because I'm using EDI data for Japan.
I get this error:
jupyter:/codeload $ quantrocket zipline backtest c2 --bundle xjpx-eod-bundle -s 2010-04-01 -e 2016-02-01 -f daily -o results.csv --progress A
msg: '''TradingAlgorithm'' object has no attribute ''mavgs'''
status: error
It seems like before_trading_start
isn't being called. I guess this has something to do with my daily frequency data... Should I expect before_trading_start
to work, and I've got my calendar wrong, or should I schedule something daily with schedule_function
?