Diagnosing Single-Day Simulation Chart Failures in BigTrader

Summary

This forum post investigates a simulated-trading run that fails while rendering performance charts with BigTrader v9. The author suspects that the newer module cannot draw results when the run covers only one day, unlike an earlier backtesting module. Because a daily simulation run may contain only that day, the charting step could fail even if the trading task itself ran.

The traceback shows execution reaching the stock-rendering and statistics code, where performance data is assembled and a pandas concatenation raises a ValueError. The post includes a repeated copy of the same traceback and the author's hypothesis, but no confirmed diagnosis, fix, or comparison that establishes the single-day explanation. It therefore offers a useful debugging clue about separating strategy execution failures from post-run visualization failures, while leaving the cause and any workaround unresolved. The evidence is one reported stack trace from a specific platform version and simulation context.

Key ideas

• The reported failure occurs during post-run chart rendering and statistics generation.
• The traceback points to a concatenation step in the stock performance renderer.
• The author hypothesizes that a one-day simulation interval triggers the issue.
• The post does not verify that hypothesis or provide a fix.

Tags

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