TT Backtesting

Troubleshooting

Troubleshooting

TT Backtesting provides two levels of error handling: pre-test error checks and post-test issues.

Pre-test issues

TT Backtesting performs some basic error checks when you start a backtest. Rather than starting the backtest and allowing the algo to handle the errors, these checks occur before TT Backtest expends the resources for which you are charged.

  • If you omit values for required algo parameters, a message similar to the following is displayed.

  • If you specify a combination of an instrument and time range for which TT Backtesting does not have historical market data, a message similar to the following is displayed.

For example, if you were to specify a date in the future for the backtest, the backtest cannot complete successfully; you can correct these issues before the backtest starts.

To correct the errors:

  1. Click Go Back and Fix Errors.
  2. Correct the identified issues.
  3. Click Start.

Post-test issues

The following illustrate different ways a backtest might fail or be unable to produce complete results.

  • Finished backtests with no data

    When you start a backtest, TT Backtesting checks to see if data is available for the selected date. Potentially, data is available for the day but not for the selected time range. In this situation, the results will indicated that no order data is available, as shown.

    In this situation, the backtest completed but did not produce any results.
  • Failed backtests with unavailable results

    In this case, some unknown error occurred during the backtest which caused it to fail without generating any results.
  • Failed backtests with partial results and an error message

    In this situation, the backtest failed with a known error condition but was able to produce partial results. You can hover over the to see the error message.

If you receive a failed backtest error, contact TT Support.