Diagnosing an Empty BigQuant Data Extract and Backtest Index Error

Summary

The post reports a BigQuant backtest failure in which the data extraction stage returned zero rows, and the backtest then raised an IndexError while constructing its rebalance schedule. The logs show the sequence from feature processing to an empty extracted dataset, followed by a warning that the backtest would not run because its input was empty. The traceback points to the rebalance-period builder indexing a date array beyond its available length.

This evidence suggests that the empty input is a key diagnostic clue and that the later index error occurs downstream of data preparation. However, the post is a request for help rather than a resolved investigation: it does not identify why extraction produced no rows, establish the precise cause of the indexing mismatch, or provide a fix. Readers should verify query dates, filters, and extracted data before drawing conclusions about the backtest engine.

Key ideas

• The extraction stage returned no rows before the backtest failed.
• The backtest log explicitly warned that its input dataset was empty.
• The traceback locates the IndexError in rebalance-period construction.
• The post provides no confirmed root cause or corrective procedure.

Tags

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