Backtesting on a market closed day
aivisol opened this issue · comments
aivisol commented
Describe the bug
Running backtesting on day when markets are closed, throws following error:
[backtest()][49032]2023-10-08 13:18:41.303132:backtest() - exception of type IndexError with args ('list index out of range',)
...
File "/opt/homebrew/lib/python3.11/site-packages/liualgotrader/trading/alpaca.py", line 58, in __init__
calendar = self.alpaca_rest_client.get_calendar(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
IndexError: list index out of range
Most likely caused by this:
Suggesting to change it to:
try:
calendar = self.alpaca_rest_client.get_calendar(
start=now.strftime("%Y-%m-%d"), end=now.strftime("%Y-%m-%d")
)[0]
except IndexError:
self.market_open = self.market_close = None
super().__init__(qm)
return
Let me know if this makes sense, I can send a PR.
thanks.
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