Does it makes sense that WL loads past data of stocks, which no more existed before the start data of the strategy?
For example if a strategy starts at 01 january 2026, it should not load data of any symbols which no more existed before this date.
For example if a strategy starts at 01 january 2026, it should not load data of any symbols which no more existed before this date.
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I do not think it does load it.
If a backtest starts from 1/1/2026, the 'HistoricalDataValet' would request data starting from that date. If the provider doesn't have data for that symbol from that date, it would return either a null BarHistory or one with 0 bars.
Do you have evidence to the contrary?
If a backtest starts from 1/1/2026, the 'HistoricalDataValet' would request data starting from that date. If the provider doesn't have data for that symbol from that date, it would return either a null BarHistory or one with 0 bars.
Do you have evidence to the contrary?
Ok I have to check it again, it looked as it would load all symbols first.
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