Debugging Backtest-Only Data Read Errors by Checking Query Inputs

Summary

This support exchange concerns an IndexError that occurs when a Chinese convertible bond data table is read during a backtest. The same table can be read outside the backtest, and comparable reads of other tables within the backtest reportedly succeed. That difference suggests the failure may depend on the specific query context or input values rather than a general inability to access data, though the post does not establish the cause.

The response recommends printing the instruments and start and end dates used by the failing backtest, then repeating the read outside the backtest with those same inputs. Comparing the two cases is a practical way to isolate whether the error follows the query parameters or the execution environment. If the discrepancy remains unclear, the author is invited to share a strategy with sensitive details removed so the issue can be reproduced. No final diagnosis or fix is documented.

Key ideas

• A data read can fail inside a backtest even when the same table is readable outside it.
• The suggested diagnostic is to inspect the instruments and date bounds supplied to the failing read.
• Repeating the query outside the backtest with matching inputs can help isolate an environment-specific failure.
• Sharing a sanitized strategy may help others reproduce an unresolved data access problem.
• The exchange reports no confirmed root cause or correction.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.