Diagnosing Empty Historical Data in VeighNa Backtests

Summary

This forum post reports a VeighNa CTA backtest that reaches the historical-data loading stage but loads zero records. The script then completes initialization and replay with no trades, before result calculation fails because the daily results table lacks a date column. It shows a Python example configuring a silver futures contract, minute interval, date range, fees, slippage, contract size, tick size, and capital, then loading data and running the backtest.

The post does not identify why the data query returned nothing or provide a fix. Its evidence is limited to the console log and the example script, so it is a troubleshooting report rather than a tested method. The error indicates that the immediate failure occurs downstream of the empty data load; a valid backtest depends on confirming that historical records exist for the requested contract, interval, and period before calculating results.

Key ideas

• The reported backtest loaded zero historical records for its configured contract and date range.
• With no records to replay, the run produced no trades and result calculation failed due to a missing date column.
• The example configures a minute-level silver futures backtest with fees, contract parameters, and starting capital.
• The post offers no diagnosis or verified remedy for the empty data response.

Tags

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