Fixing a Backtest Start Date That Precedes Available Data

Summary

This brief troubleshooting note addresses an index-out-of-bounds error during a BigQuant backtest. The explanation says the sorted input data begins on November 28, 2019, while the backtest requests stock data starting October 26, 2019. The proposed remedy is to move the backtest start date forward so it falls within the available data range.

The note gives a concrete date mismatch as the likely cause and a direct configuration change to try. It does not include code, a reproduced run, or evidence that the adjustment resolved the error, so the diagnosis applies to the described experiment rather than every index error. The broader lesson is to ensure a backtest's requested period overlaps the dates present in its input data.

Key ideas

• The reported error occurs when the backtest requests data earlier than the available sorted dataset begins.
• The example data begins on November 28, 2019, while the configured backtest starts on October 26, 2019.
• The suggested fix is to move the backtest start date into the period covered by the data.
• The note does not report a verified rerun or establish this cause for other index errors.

Tags

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