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Duplicate Bar Handling in Downloaded Backtest Data

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Summary

This short forum exchange asks whether downloaded Ricequant K-line data is stored in the local VeighNa database and whether repeated timestamps could affect backtests. The response says that data saved under the same database path is stored with a unique row value, implying that duplicate rows should not accumulate there. The discussion therefore offers a basic storage behavior relevant to preparing historical bars for backtesting.

The answer is informal and provides no schema, database constraint details, example query, or verification method. It also does not explain how to clean duplicates already present in data imported through JupyterLab, despite that being part of the question. Treat the uniqueness claim as a general forum response rather than a complete data-management procedure; users should verify how their own import and storage workflow handles timestamps before relying on it.

Key ideas

  • The question concerns downloaded historical bars stored in VeighNa’s local database.
  • The reply claims that rows saved to the same database path have unique values.
  • The exchange does not explain how to detect or remove duplicates already imported through another workflow.
  • Verify timestamp uniqueness in the actual data pipeline before using it for backtests.

Tags

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