I'm trying to run a backtest on SOXS and SOXL using 60min bars from EODHD. I can run a test from 2010-2019 no problem, but If I step forward to 2020, it cuts off all data prior to 2020. I've tried numerous date ranges and did it on 2 different computer and the results are all the same.
2010-2019 results:
2010-2020 results:
2010-2019 results:
2010-2020 results:
Rename
Hi Moptop, I'm seeing the same thing and trying to work through it now.
It looks like the issue is that EODHD is returning far more 1-minute data (back to 2010) than 5-minute data (back to 2020 only.)
So, the 60-minute request attempts to compress from the 5-minute data. So the request for 2010 to 2020 sees some 5-minute data and uses it, however that data only starts in 2020 so you get partial data.
The 2010 to 2019 request doesn't see any 5-minute data, so it then tries 1-minute data, and finds that.
I'll make an adjustment to EODHD to just use 1-minute and let's bypass the shortened native 5-minute. That should solve it.
So, the 60-minute request attempts to compress from the 5-minute data. So the request for 2010 to 2020 sees some 5-minute data and uses it, however that data only starts in 2020 so you get partial data.
The 2010 to 2019 request doesn't see any 5-minute data, so it then tries 1-minute data, and finds that.
I'll make an adjustment to EODHD to just use 1-minute and let's bypass the shortened native 5-minute. That should solve it.
Thanks!
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