Diagnosing a Missing Start Date in a BigQuant Stock Backtest

Summary

The post reports a BigQuant backtest failure with a KeyError for the start_date field. The example pipeline screens Chinese stocks, uses recent fund holdings and moving-average conditions to generate signals, ranks selected stocks by market capitalization, allocates equal weights to a small number of names, and passes the resulting data to a backtest module. The extraction step has explicit date bounds, but the backtest call supplies empty start and end date strings.

The traceback points to initialization of the backtest module, making the empty backtest date parameters a likely cause to investigate. The post does not include a confirmed fix or a follow-up showing a successful run, so the diagnosis remains an inference from the displayed code and error. The strategy logic itself is not validated here: the example supplies no backtest results, and the code’s signal conditions and data alignment would need separate review.

Key ideas

• The reported exception is a missing start_date field during BigQuant backtest initialization.
• The example passes empty strings for the backtest start and end dates despite setting dates in the earlier extraction step.
• The shown strategy filters stocks with moving-average conditions, ranks by market capitalization, and assigns equal weights.
• The post provides no confirmed repair or successful backtest evidence.

Tags

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