Preparing Separate Data for VeighNa Spread Trading Backtests

Summary

A VeighNa community thread addresses why the official spread backtesting example cannot read data even though the same data source works in CTA backtesting. The response explains that spread-trading backtests require their own prepared dataset: data must first be imported from the datafeed into the database used by the spread-trading module.

The exchange is a concise troubleshooting note, not a description of a spread strategy or a tested code example. It distinguishes the data setup expected by spread backtesting from the setup used for CTA backtesting, but does not provide import steps, supported data formats, or evidence from a completed run. The practical takeaway is to verify that the spread module’s database has been populated before investigating the strategy notebook itself.

Key ideas

• Spread-trading backtests require data prepared separately from CTA backtests.
• The suggested setup is to import the required data from a datafeed into the database.
• Data availability in CTA backtesting does not establish that spread backtesting can access it.
• The thread gives no detailed import procedure or validation results.

Tags

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