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[Y/n]: Minimum value for 'custom_alpha': 1 Maximum value for 'custom_alpha': 2 Step size for 'custom_alpha' [1.0]: 1 Constraints can be used to filter out backtests from the results When a backtest doesn't comply with the constraints it is dropped from the results Example constraint: Drawdown < 0.25 (Drawdown less than 25%) Current constraints: None Do you want to add a constraint? [y/N]: Found module 'local' from given name Configuring Local _update_settings(Local): Settings: {'id': 'Local', 'data-provider': 'QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider'} Running 'quantconnect/lean:latest' with the following configuration: { 'environment': {}, 'stop_signal': 'SIGINT', 'mounts': [ { 'Target': '/Lean/Launcher/bin/Debug/config.json', 'Source': 'C:\\Users\\xxx\\AppData\\Local\\Temp\\lean-cli-ob6l_513\\config.json', 'Type': 'bind', 'ReadOnly': True }, { 'Target': '/Lean/Optimizer.Launcher/bin/Debug/config.json', 'Source': 'd:\\dev\\FT 3 - Alpha v1 - debug starting\\optimizations\\2024-10-03_14-55-13\\optimizer-config.json', 'Type': 'bind', 'ReadOnly': True }, { 'Target': '/lean-cli-start.sh', 'Source': 'C:\\Users\\xxx\\AppData\\Local\\Temp\\lean-cli-nhut7pkj\\lean-cli-start.sh', 'Type': 'bind', 'ReadOnly': True } ], 'volumes': { 'd:\\dev\\myproject': {'bind': '/LeanCLI', 'mode': 'rw'}, 'd:\\dev\\Library': {'bind': '/Library', 'mode': 'rw'}, 'd:\\dev\\data': {'bind': '/Lean/Data', 'mode': 'rw'}, 'd:\\dev\\myproject\\optimizations\\2024-10-03_14-55-13': { 'bind': '/Results', 'mode': 'rw' }, 'd:\\dev\\storage': {'bind': '/Storage', 'mode': 'rw'} }, 'ports': {}, 'name': 'lean_cli_1a6e05e8794a499989ea883c373e7f42', 'working_dir': '/Lean/Optimizer.Launcher/bin/Debug', 'entrypoint': ['bash', '/lean-cli-start.sh'], 'detach': True, 'hostname': 'yyy', 'tty': True, 'stdin_open': True, 'network': 'lean_cli' } + '[' -d /LeanCLI ']' + python -m compileall /LeanCLI/alpha_01.py /LeanCLI/alpha_02.py /LeanCLI/alpha_03.py /LeanCLI/alpha_04.py /LeanCLI/alpha_main.py /LeanCLI/custom_logger.py /LeanCLI/dashboard.py /LeanCLI/execution_model.py /LeanCLI/indicator_custom_rsi.py /LeanCLI/indicator_custom_sto.py /LeanCLI/main.py /LeanCLI/market_data.py /LeanCLI/portfolio_model.py /LeanCLI/research.ipynb /LeanCLI/research_sto.ipynb /LeanCLI/risk_model.py /LeanCLI/risk_model_max_stock.py /LeanCLI/risk_trailing.py /LeanCLI/symbol_data.py /LeanCLI/universe.py /LeanCLI/valuation.py Compiling '/LeanCLI/main.py'... + dotnet QuantConnect.Optimizer.Launcher.dll 20241003 04:55:19.247 TRACE:: Config.GetValue(): debug-mode - Using default value: False 20241003 04:55:19.251 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value: 20241003 04:55:19.254 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: 20241003 04:55:19.255 TRACE:: Composer(): Loading Assemblies from /Lean/Optimizer.Launcher/bin/Debug/ 20241003 04:55:19.283 TRACE:: Config.Get(): Configuration key not found. Key: log-handler - Using default value: CompositeLogHandler 20241003 04:55:19.286 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value: 20241003 04:55:19.288 TRACE:: Config.Get(): Configuration key not found. Key: optimization-id - Using default value: 04d510ae-8c80-48ee-9083-bea783da83d2 20241003 04:55:19.385 TRACE:: Config.GetValue(): maximum-concurrent-backtests - Using default value: 16 20241003 04:55:19.386 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value: 20241003 04:55:19.386 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 0 20241003 04:55:19.386 TRACE:: Config.Get(): Configuration key not found. Key: optimization-launcher - Using default value: ConsoleLeanOptimizer 20241003 04:55:19.389 TRACE:: Config.GetValue(): optimization-update-interval - Using default value: 10 20241003 04:55:19.390 TRACE:: Config.Get(): Configuration key not found. Key: lean-binaries-location - Using default value: /Lean/Optimizer.Launcher/bin/Debug/../../../Launcher/bin/Debug/QuantConnect.Lean.Launcher 20241003 04:55:19.391 TRACE:: Config.Get(): Configuration key not found. Key: algorithm-type-name - Using default value: 20241003 04:55:19.391 TRACE:: Config.Get(): Configuration key not found. Key: algorithm-language - Using default value: 20241003 04:55:19.391 TRACE:: Config.Get(): Configuration key not found. Key: algorithm-location - Using default value: 20241003 04:55:19.391 TRACE:: Config.GetValue(): estimate - Using default value: False 20241003 04:55:19.407 TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 04d510ae-8c80-48ee-9083-bea783da83d2): launched backtest '0896b80b-b4fe-4723-961f-a937f68e51e7' with parameters 'custom_alpha:1' 20241003 04:55:19.414 TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 04d510ae-8c80-48ee-9083-bea783da83d2): launched backtest '13f9722d-1639-4c1b-8bd2-511a6ef3fbac' with parameters 'custom_alpha:2' 20241003 04:55:19.414 TRACE:: LeanOptimizer.Start(OID 04d510ae-8c80-48ee-9083-bea783da83d2): start ended. Waiting on 2 backtests 20241003 04:55:19.416 TRACE:: ConsoleLeanOptimizer.SendUpdate(): 2 Completed:0, Failed:0, Running:2, In Queue:0, Average Length:00:00:00, Total Runtime:00:00:00 20241003 04:55:19.557 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value: 20241003 04:55:19.558 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: 20241003 04:55:19.558 TRACE:: Config.GetValue(): project-id - Using default value: 0 20241003 04:55:19.560 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value: 20241003 04:55:19.560 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value: 20241003 04:55:19.560 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: 20241003 04:55:19.561 TRACE:: Config.GetValue(): project-id - Using default value: 0 20241003 04:55:19.562 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value: 20241003 04:55:19.562 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug 20241003 04:55:19.564 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug 20241003 04:55:19.671 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.38.0, Culture=neutral, PublicKeyToken=5000fea6cba702dd 20241003 04:55:19.678 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.38.0, Culture=neutral, PublicKeyToken=5000fea6cba702dd 20241003 04:55:19.705 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: yyy 20241003 04:55:19.715 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: yyy 20241003 04:55:19.756 TRACE:: Engine.Main(): Started 4:55 AM 20241003 04:55:19.760 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager 20241003 04:55:19.773 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py 20241003 04:55:19.782 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120 20241003 04:55:19.782 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440 20241003 04:55:19.783 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18 20241003 04:55:19.784 TRACE:: Config.GetValue(): storage-limit - Using default value: 10737418240 20241003 04:55:19.784 TRACE:: Config.GetValue(): storage-permissions - Using default value: 3 20241003 04:55:19.787 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value: 20241003 04:55:19.787 TRACE:: Config.Get(): Configuration key not found. Key: python-venv - Using default value: 20241003 04:55:19.787 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value: 20241003 04:55:19.787 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 0 20241003 04:55:19.788 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default value: DataPermissionManager 20241003 04:55:19.796 TRACE:: Engine.Main(): Started 4:55 AM 20241003 04:55:19.802 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager 20241003 04:55:19.808 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10 20241003 04:55:19.810 TRACE:: Config.Get(): Configuration key not found. Key: fundamental-data-provider - Using default value: CoarseFundamentalDataProvider 20241003 04:55:19.813 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440 20241003 04:55:19.814 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20 20241003 04:55:19.820 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py 20241003 04:55:19.828 TRACE:: Engine.Run(): Resource limits '0' CPUs. 2147483647 MB RAM. 20241003 04:55:19.829 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items 20241003 04:55:19.830 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120 20241003 04:55:19.830 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440 20241003 04:55:19.831 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18 20241003 04:55:19.832 TRACE:: Config.GetValue(): storage-limit - Using default value: 10737418240 20241003 04:55:19.832 TRACE:: Config.GetValue(): storage-permissions - Using default value: 3 20241003 04:55:19.835 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value: 20241003 04:55:19.835 TRACE:: Config.Get(): Configuration key not found. Key: python-venv - Using default value: 20241003 04:55:19.835 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value: 20241003 04:55:19.835 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 0 20241003 04:55:19.836 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default value: DataPermissionManager 20241003 04:55:19.855 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10 20241003 04:55:19.858 TRACE:: Config.Get(): Configuration key not found. Key: fundamental-data-provider - Using default value: CoarseFundamentalDataProvider 20241003 04:55:19.861 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440 20241003 04:55:19.862 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20 20241003 04:55:19.871 TRACE:: Config.GetValue(): downloader-data-update-period - Using default value: 7 20241003 04:55:19.874 TRACE:: Engine.Run(): Resource limits '0' CPUs. 2147483647 MB RAM. 20241003 04:55:19.875 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items 20241003 04:55:19.917 TRACE:: Config.GetValue(): downloader-data-update-period - Using default value: 7 20241003 04:55:20.225 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 90 20241003 04:55:20.228 TRACE:: PythonInitializer.Initialize(): start... 20241003 04:55:20.266 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 90 20241003 04:55:20.269 TRACE:: PythonInitializer.Initialize(): start... PythonEngine.Initialize(): clr GetManifestResourceStream... PythonEngine.Initialize(): clr GetManifestResourceStream... 20241003 04:55:20.800 TRACE:: PythonInitializer.Initialize(): ended 20241003 04:55:20.801 TRACE:: AlgorithmPythonWrapper(): Python version 3.11.7 (main, Dec 15 2023, 18:24:52) [GCC 11.2.0]: Importing python module main 20241003 04:55:20.837 TRACE:: PythonInitializer.Initialize(): ended 20241003 04:55:20.839 TRACE:: AlgorithmPythonWrapper(): Python version 3.11.7 (main, Dec 15 2023, 18:24:52) [GCC 11.2.0]: Importing python module main 20241003 04:55:22.666 TRACE:: AlgorithmPythonWrapper(): main successfully imported. 20241003 04:55:22.669 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance. 20241003 04:55:22.681 TRACE:: Config.Get(): Configuration key not found. Key: databases-refresh-period - Using default value: 1.00:00:00 20241003 04:55:22.750 TRACE:: AlgorithmPythonWrapper(): main successfully imported. 20241003 04:55:22.752 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance. 20241003 04:55:22.763 TRACE:: Config.Get(): Configuration key not found. Key: databases-refresh-period - Using default value: 1.00:00:00 20241003 04:55:22.804 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True 20241003 04:55:22.806 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Storage. StorageFileCount 9999999. StorageLimit 10240MB 20241003 04:55:22.811 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10 20241003 04:55:22.816 TRACE:: HistoryProviderManager.Initialize(): history providers [SubscriptionDataReaderHistoryProvider] 20241003 04:55:22.818 TRACE:: BacktestingSetupHandler.Setup(): Setting up job: UID: 25482, PID: 0, Version: 2.5.0.0, Source: WebIDE 20241003 04:55:22.822 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value: 20241003 04:55:22.848 TRACE:: Extensions.IsDirectoryEmpty(): directory '/Lean/Data/equity/usa/map_files' not found or empty 20241003 04:55:22.883 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True 20241003 04:55:22.885 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Storage. StorageFileCount 9999999. StorageLimit 10240MB 20241003 04:55:22.889 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10 20241003 04:55:22.895 TRACE:: HistoryProviderManager.Initialize(): history providers [SubscriptionDataReaderHistoryProvider] 20241003 04:55:22.897 TRACE:: BacktestingSetupHandler.Setup(): Setting up job: UID: 25482, PID: 0, Version: 2.5.0.0, Source: WebIDE 20241003 04:55:22.901 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value: 20241003 04:55:22.926 TRACE:: Extensions.IsDirectoryEmpty(): directory '/Lean/Data/equity/usa/map_files' not found or empty 20241003 04:55:22.940 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 32 20241003 04:55:22.942 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400 20241003 04:55:22.943 TRACE:: WeightedWorkScheduler(): will use 32 workers and MaxWorkWeight is 400 20241003 04:55:22.954 TRACE:: Extensions.IsDirectoryEmpty(): directory '/Lean/Data/equity/usa/factor_files' not found or empty 20241003 04:55:23.010 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 32 20241003 04:55:23.012 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400 20241003 04:55:23.012 TRACE:: WeightedWorkScheduler(): will use 32 workers and MaxWorkWeight is 400 20241003 04:55:23.021 TRACE:: Extensions.IsDirectoryEmpty(): directory '/Lean/Data/equity/usa/factor_files' not found or empty 20241003 04:55:23.101 DEBUG:: DataManager.AddSubscription(): Added QC-UNIVERSE-USERDEFINED-USA-EQUITY,#0,QC-UNIVERSE-USERDEFINED-USA-EQUITY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 2/1/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.104 DEBUG:: DataManager.AddSubscription(): Added FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,#0,FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal. Start: 1/31/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.114 TRACE:: BaseSetupHandler.SetupCurrencyConversions(): Account Type: Cash Symbol Quantity Conversion = Value in USD USD: $ 100000.00 @ 1.00 = $100000 ------------------------------------------------- CashBook Total Value: $100000 20241003 04:55:23.116 TRACE:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 100000.00 20241003 04:55:23.117 TRACE:: SetUp Backtesting: User: 25482 ProjectId: 0 AlgoId: 0896b80b-b4fe-4723-961f-a937f68e51e7 20241003 04:55:23.118 TRACE:: Dates: Start: 02/01/2023 End: 02/28/2023 Cash: ¤100,000.00 MaximumRuntime: 100.00:00:00 MaxOrders: 2147483647 20241003 04:55:23.121 TRACE:: BacktestingResultHandler(): Sample Period Set: 10.08 20241003 04:55:23.122 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True 20241003 04:55:23.123 TRACE:: JOB HANDLERS: DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed Setup: QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler Object Store: QuantConnect.Lean.Engine.Storage.LocalObjectStore History Provider: QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager Brokerage: QuantConnect.Brokerages.Backtesting.BacktestingBrokerage Data Provider: QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider 20241003 04:55:23.145 TRACE:: Event Name "Daily Sampling", scheduled to run. 20241003 04:55:23.146 TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 2/1/2023 12:00:00 AM Stop: 2/28/2023 11:59:59 PM Time: 2/1/2023 12:00:00 AM Warmup: False 20241003 04:55:23.152 TRACE:: Debug: Launching analysis for 0896b80b-b4fe-4723-961f-a937f68e51e7 with LEAN Engine v2.5.0.0 20241003 04:55:23.169 DEBUG:: DataManager.AddSubscription(): Added QC-UNIVERSE-USERDEFINED-USA-EQUITY,#0,QC-UNIVERSE-USERDEFINED-USA-EQUITY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 2/1/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.173 DEBUG:: DataManager.AddSubscription(): Added FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,#0,FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal. Start: 1/31/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.174 DEBUG:: DataManager.AddSubscription(): Added SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest. Start: 2/1/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.178 DEBUG:: UniverseSelection.ApplyUniverseSelection(): 2/1/2023 5:00:00 AM: SecurityChanges: Added: SPY 2T 20241003 04:55:23.183 TRACE:: BaseSetupHandler.SetupCurrencyConversions(): Account Type: Cash Symbol Quantity Conversion = Value in USD USD: $ 100000.00 @ 1.00 = $100000 ------------------------------------------------- CashBook Total Value: $100000 20241003 04:55:23.184 DEBUG:: DataManager.AddSubscription(): Added WFC,#0,WFC,Hour,TradeBar,Trade,Adjusted,OpenInterest. Start: 2/1/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.184 DEBUG:: UniverseSelection.ApplyUniverseSelection(): 2/1/2023 5:00:00 AM: SecurityChanges: Added: WFC 2T 20241003 04:55:23.185 TRACE:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 100000.00 20241003 04:55:23.185 TRACE:: SetUp Backtesting: User: 25482 ProjectId: 0 AlgoId: 13f9722d-1639-4c1b-8bd2-511a6ef3fbac 20241003 04:55:23.186 DEBUG:: DataManager.RemoveSubscription(): Removed FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,#0,FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Inter20241003 04:55:23.186 TRACE:: Dates: Start: 02/01/2023 End: 02/28/2023 Cash: ¤100,000.00 MaximumRuntime: 100.00:00:00 MaxOrders: 2147483647 nal 20241003 04:55:23.187 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,#0,FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal at 2/1/2023 5:00:00 AM UTC 20241003 04:55:23.188 TRACE:: BacktestingResultHandler(): Sample Period Set: 10.08 20241003 04:55:23.189 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True 20241003 04:55:23.190 TRACE:: JOB HANDLERS: DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed Setup: QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler Object Store: QuantConnect.Lean.Engine.Storage.LocalObjectStore History Provider: QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager Brokerage: QuantConnect.Brokerages.Backtesting.BacktestingBrokerage Data Provider: QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider 20241003 04:55:23.199 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,#0,FUNDAMENTALUNIVERSE-USA-0FED1CD3-3CDF-4CB1-8165-8F9064CF0EA4,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal at 2/1/2023 5:00:00 AM UTC 20241003 04:55:23.204 TRACE:: Debug: Launching analysis for 13f9722d-1639-4c1b-8bd2-511a6ef3fbac with LEAN Engine v2.5.0.0 20241003 04:55:23.211 TRACE:: Event Name "Daily Sampling", scheduled to run. 20241003 04:55:23.212 TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 2/1/2023 12:00:00 AM Stop: 2/28/2023 11:59:59 PM Time: 2/1/2023 12:00:00 AM Warmup: False 20241003 04:55:23.228 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-01 05:00:00 UTC Scheduled at 2023-02-01 05:00:00 UTC 20241003 04:55:23.230 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0.0 20241003 04:55:23.240 DEBUG:: DataManager.AddSubscription(): Added SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest. Start: 2/1/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.243 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-02 05:00:00 UTC 20241003 04:55:23.243 DEBUG:: UniverseSelection.ApplyUniverseSelection(): 2/1/2023 5:00:00 AM: SecurityChanges: Added: SPY 2T 20241003 04:55:23.250 DEBUG:: DataManager.AddSubscription(): Added WFC,#0,WFC,Hour,TradeBar,Trade,Adjusted,OpenInterest. Start: 2/1/2023 5:00:00 AM. End: 3/1/2023 4:59:59 AM 20241003 04:55:23.250 DEBUG:: UniverseSelection.ApplyUniverseSelection(): 2/1/2023 5:00:00 AM: SecurityChanges: Added: WFC 2T 20241003 04:55:23.251 DEBUG:: DataManager.RemoveSubscription(): Removed FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,#0,FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal 20241003 04:55:23.252 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,#0,FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal at 2/1/2023 5:00:00 AM UTC 20241003 04:55:23.264 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,#0,FUNDAMENTALUNIVERSE-USA-174E2C45-DD46-4524-9F25-1EF96453E97E,Daily,FundamentalUniverse,Trade,Adjusted,OpenInterest,Internal at 2/1/2023 5:00:00 AM UTC 20241003 04:55:23.291 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-01 05:00:00 UTC Scheduled at 2023-02-01 05:00:00 UTC 20241003 04:55:23.294 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0.0 20241003 04:55:23.302 TRACE:: Debug: Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily bars set self.settings.daily_precise_end_time = False. 20241003 04:55:23.302 TRACE:: Log: Updating Universe on 2023-02-01 00:00:00 20241003 04:55:23.303 TRACE:: Log: Selected Symbols: ['WFC'] 20241003 04:55:23.306 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-02 05:00:00 UTC 20241003 04:55:23.323 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-02 05:00:00 UTC Scheduled at 2023-02-02 05:00:00 UTC 20241003 04:55:23.323 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.324 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-03 05:00:00 UTC 20241003 04:55:23.329 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-03 05:00:00 UTC Scheduled at 2023-02-03 05:00:00 UTC 20241003 04:55:23.329 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.330 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-04 05:00:00 UTC 20241003 04:55:23.335 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-04 05:00:00 UTC Scheduled at 2023-02-04 05:00:00 UTC 20241003 04:55:23.336 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.336 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-05 05:00:00 UTC 20241003 04:55:23.336 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-05 05:00:00 UTC Scheduled at 2023-02-05 05:00:00 UTC 20241003 04:55:23.337 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.337 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-06 05:00:00 UTC 20241003 04:55:23.338 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-06 05:00:00 UTC Scheduled at 2023-02-06 05:00:00 UTC 20241003 04:55:23.339 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.339 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-07 05:00:00 UTC 20241003 04:55:23.344 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-07 05:00:00 UTC Scheduled at 2023-02-07 05:00:00 UTC 20241003 04:55:23.344 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.345 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-08 05:00:00 UTC 20241003 04:55:23.349 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-08 05:00:00 UTC Scheduled at 2023-02-08 05:00:00 UTC 20241003 04:55:23.350 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.350 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-09 05:00:00 UTC 20241003 04:55:23.353 TRACE:: Log: 2. Insight Target: 0 Symbol:WFC Direction:Down UTC:2023-02-01 15:00:00+00:00 ref:46.9 20241003 04:55:23.355 TRACE:: Debug: Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily bars set self.settings.daily_precise_end_time = False. 20241003 04:55:23.355 TRACE:: Log: Updating Universe on 2023-02-01 00:00:00 20241003 04:55:23.355 TRACE:: Log: Selected Symbols: ['WFC'] 20241003 04:55:23.355 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-09 05:00:00 UTC Scheduled at 2023-02-09 05:00:00 UTC 20241003 04:55:23.356 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.356 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-10 05:00:00 UTC 20241003 04:55:23.361 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-10 05:00:00 UTC Scheduled at 2023-02-10 05:00:00 UTC 20241003 04:55:23.361 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.361 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-11 05:00:00 UTC 20241003 04:55:23.367 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-11 05:00:00 UTC Scheduled at 2023-02-11 05:00:00 UTC 20241003 04:55:23.367 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.368 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-12 05:00:00 UTC 20241003 04:55:23.368 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-12 05:00:00 UTC Scheduled at 2023-02-12 05:00:00 UTC 20241003 04:55:23.368 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.368 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-13 05:00:00 UTC 20241003 04:55:23.368 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-13 05:00:00 UTC Scheduled at 2023-02-13 05:00:00 UTC 20241003 04:55:23.368 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.369 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-14 05:00:00 UTC 20241003 04:55:23.375 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-14 05:00:00 UTC Scheduled at 2023-02-14 05:00:00 UTC 20241003 04:55:23.375 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.375 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-15 05:00:00 UTC 20241003 04:55:23.380 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-15 05:00:00 UTC Scheduled at 2023-02-15 05:00:00 UTC 20241003 04:55:23.380 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.381 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-16 05:00:00 UTC 20241003 04:55:23.385 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-02 05:00:00 UTC Scheduled at 2023-02-02 05:00:00 UTC 20241003 04:55:23.385 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.386 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-03 05:00:00 UTC 20241003 04:55:23.386 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-16 05:00:00 UTC Scheduled at 2023-02-16 05:00:00 UTC 20241003 04:55:23.386 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.387 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-17 05:00:00 UTC 20241003 04:55:23.391 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-03 05:00:00 UTC Scheduled at 2023-02-03 05:00:00 UTC 20241003 04:55:23.392 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.392 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-04 05:00:00 UTC 20241003 04:55:23.392 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-17 05:00:00 UTC Scheduled at 2023-02-17 05:00:00 UTC 20241003 04:55:23.392 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.393 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-18 05:00:00 UTC 20241003 04:55:23.398 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-04 05:00:00 UTC Scheduled at 2023-02-04 05:00:00 UTC 20241003 04:55:23.398 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-18 05:00:00 UTC Scheduled at 2023-02-18 05:00:00 UTC 20241003 04:55:23.398 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.398 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.398 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-05 05:00:00 UTC 20241003 04:55:23.398 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-19 05:00:00 UTC 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-05 05:00:00 UTC Scheduled at 2023-02-05 05:00:00 UTC 20241003 04:55:23.399 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-19 05:00:00 UTC Scheduled at 2023-02-19 05:00:00 UTC 20241003 04:55:23.399 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-06 05:00:00 UTC 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-06 05:00:00 UTC Scheduled at 2023-02-06 05:00:00 UTC 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-20 05:00:00 UTC 20241003 04:55:23.399 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-20 05:00:00 UTC Scheduled at 2023-02-20 05:00:00 UTC 20241003 04:55:23.399 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-07 05:00:00 UTC 20241003 04:55:23.399 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.400 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-21 05:00:00 UTC 20241003 04:55:23.400 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-21 05:00:00 UTC Scheduled at 2023-02-21 05:00:00 UTC 20241003 04:55:23.400 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.400 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-22 05:00:00 UTC 20241003 04:55:23.405 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-07 05:00:00 UTC Scheduled at 2023-02-07 05:00:00 UTC 20241003 04:55:23.405 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.405 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-08 05:00:00 UTC 20241003 04:55:23.405 TRACE:: Log: 2. Insight Target: 0 Symbol:WFC Direction:Down UTC:2023-02-01 15:00:00+00:00 ref:46.9 20241003 04:55:23.406 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-22 05:00:00 UTC Scheduled at 2023-02-22 05:00:00 UTC 20241003 04:55:23.407 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.407 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-23 05:00:00 UTC 20241003 04:55:23.410 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-08 05:00:00 UTC Scheduled at 2023-02-08 05:00:00 UTC 20241003 04:55:23.411 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.411 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-09 05:00:00 UTC 20241003 04:55:23.413 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-23 05:00:00 UTC Scheduled at 2023-02-23 05:00:00 UTC 20241003 04:55:23.413 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.413 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-24 05:00:00 UTC 20241003 04:55:23.416 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-09 05:00:00 UTC Scheduled at 2023-02-09 05:00:00 UTC 20241003 04:55:23.416 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.417 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-10 05:00:00 UTC 20241003 04:55:23.420 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-24 05:00:00 UTC Scheduled at 2023-02-24 05:00:00 UTC 20241003 04:55:23.420 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.421 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-25 05:00:00 UTC 20241003 04:55:23.422 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-10 05:00:00 UTC Scheduled at 2023-02-10 05:00:00 UTC 20241003 04:55:23.422 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.422 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-11 05:00:00 UTC 20241003 04:55:23.428 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-25 05:00:00 UTC Scheduled at 2023-02-25 05:00:00 UTC 20241003 04:55:23.429 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.429 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-26 05:00:00 UTC 20241003 04:55:23.429 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-26 05:00:00 UTC Scheduled at 2023-02-26 05:00:00 UTC 20241003 04:55:23.430 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.430 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-27 05:00:00 UTC 20241003 04:55:23.430 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-27 05:00:00 UTC Scheduled at 2023-02-27 05:00:00 UTC 20241003 04:55:23.430 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.430 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-28 05:00:00 UTC 20241003 04:55:23.432 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-11 05:00:00 UTC Scheduled at 2023-02-11 05:00:00 UTC 20241003 04:55:23.432 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.432 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-12 05:00:00 UTC 20241003 04:55:23.432 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-12 05:00:00 UTC Scheduled at 2023-02-12 05:00:00 UTC 20241003 04:55:23.433 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.433 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-13 05:00:00 UTC 20241003 04:55:23.433 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-13 05:00:00 UTC Scheduled at 2023-02-13 05:00:00 UTC 20241003 04:55:23.433 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.434 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-14 05:00:00 UTC 20241003 04:55:23.442 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-14 05:00:00 UTC Scheduled at 2023-02-14 05:00:00 UTC 20241003 04:55:23.442 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.443 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-15 05:00:00 UTC 20241003 04:55:23.449 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-15 05:00:00 UTC Scheduled at 2023-02-15 05:00:00 UTC 20241003 04:55:23.450 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.450 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-16 05:00:00 UTC 20241003 04:55:23.456 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-16 05:00:00 UTC Scheduled at 2023-02-16 05:00:00 UTC 20241003 04:55:23.456 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.456 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-17 05:00:00 UTC 20241003 04:55:23.464 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-17 05:00:00 UTC Scheduled at 2023-02-17 05:00:00 UTC 20241003 04:55:23.464 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.464 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-18 05:00:00 UTC 20241003 04:55:23.469 DEBUG:: BrokerageTransactionHandler.LogOrderEvent(): Time: 02/27/2023 15:00:00 OrderID: 1 EventID: 1 Symbol: WFC Status: Submitted Quantity: 1004 20241003 04:55:23.471 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-18 05:00:00 UTC Scheduled at 2023-02-18 05:00:00 UTC 20241003 04:55:23.472 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.472 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-19 05:00:00 UTC 20241003 04:55:23.472 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-19 05:00:00 UTC Scheduled at 2023-02-19 05:00:00 UTC 20241003 04:55:23.472 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.473 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-20 05:00:00 UTC 20241003 04:55:23.473 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-20 05:00:00 UTC Scheduled at 2023-02-20 05:00:00 UTC 20241003 04:55:23.473 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.473 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-21 05:00:00 UTC 20241003 04:55:23.474 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-21 05:00:00 UTC Scheduled at 2023-02-21 05:00:00 UTC 20241003 04:55:23.474 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.474 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-22 05:00:00 UTC 20241003 04:55:23.482 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-22 05:00:00 UTC Scheduled at 2023-02-22 05:00:00 UTC 20241003 04:55:23.482 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.483 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-23 05:00:00 UTC 20241003 04:55:23.489 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-23 05:00:00 UTC Scheduled at 2023-02-23 05:00:00 UTC 20241003 04:55:23.490 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.490 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-24 05:00:00 UTC 20241003 04:55:23.491 DEBUG:: BrokerageTransactionHandler.LogOrderEvent(): Time: 02/27/2023 15:00:00 OrderID: 1 EventID: 2 Symbol: WFC Status: Filled Quantity: 1004 FillQuantity: 1004 FillPrice: $47.29 OrderFee: 5.02 USD Message: Warning: No quote information available at 02/27/2023 10:00:00 America/New_York, order filled using TradeBar data 20241003 04:55:23.499 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-24 05:00:00 UTC Scheduled at 2023-02-24 05:00:00 UTC 20241003 04:55:23.500 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.500 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-25 05:00:00 UTC 20241003 04:55:23.504 TRACE:: Log: 2. Insight Target: 0.5 Symbol:WFC Direction:Up UTC:2023-02-27 15:00:00+00:00 ref:47.29 20241003 04:55:23.504 TRACE:: Log: x. Positions: 2023-02-27 10:00:00/UTC:2023-02-27 15:00:00+00:00: 20241003 04:55:23.505 TRACE:: Log: 5. ORDER: WFC:1004.0, Time: 02/27/2023 15:00:00 OrderID: 1 EventID: 2 Symbol: WFC Status: Filled Quantity: 1004 FillQuantity: 1004 FillPrice: $47.29 OrderFee: 5.02 USD Message: Warning: No quote information available at 02/27/2023 10:00:00 America/New_York, order filledusing TradeBar data, Time: 2023-02-27 10:00:00/UTC:2023-02-27 15:00:00+00:00 20241003 04:55:23.509 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-25 05:00:00 UTC Scheduled at 2023-02-25 05:00:00 UTC 20241003 04:55:23.509 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-28 05:00:00 UTC Scheduled at 2023-02-28 05:00:00 UTC 20241003 04:55:23.509 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.509 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >-0.51706 20241003 04:55:23.509 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-26 05:00:00 UTC 20241003 04:55:23.509 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-26 05:00:00 UTC Scheduled at 2023-02-26 05:00:00 UTC 20241003 04:55:23.510 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.510 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-27 05:00:00 UTC 20241003 04:55:23.510 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-27 05:00:00 UTC Scheduled at 2023-02-27 05:00:00 UTC 20241003 04:55:23.510 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.510 TRACE:: Config.GetValue(): portfolio-margin-series-count - Using default value: 5 20241003 04:55:23.510 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-02-28 05:00:00 UTC 20241003 04:55:23.511 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-03-01 05:00:00 UTC 20241003 04:55:23.517 TRACE:: ScheduledEvent.Daily Sampling: Firing at 2023-02-28 05:00:00 UTC Scheduled at 2023-02-28 05:00:00 UTC 20241003 04:55:23.517 DEBUG:: BaseResultsHandler.SamplePerformance(): 5:00 AM >0 20241003 04:55:23.517 DEBUG:: DataManager.RemoveSubscription(): Removed SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest 20241003 04:55:23.518 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest at 2/28/2023 9:00:00 PM UTC 20241003 04:55:23.518 TRACE:: ScheduledEvent.Daily Sampling: Next event: 2023-03-01 05:00:00 UTC 20241003 04:55:23.518 DEBUG:: DataManager.RemoveSubscription(): Removed WFC,#0,WFC,Hour,TradeBar,Trade,Adjusted,OpenInterest 20241003 04:55:23.518 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:WFC,#0,WFC,Hour,TradeBar,Trade,Adjusted,OpenInterest at 2/28/2023 9:00:00 PM UTC 20241003 04:55:23.521 TRACE:: Synchronizer.GetEnumerator(): Exited thread. 20241003 04:55:23.521 TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm... 20241003 04:55:23.522 DEBUG:: BaseResultsHandler.SamplePerformance(): 9:00 PM >-0.0201843653 20241003 04:55:23.523 TRACE:: Engine.Run(): Exiting Algorithm Manager 20241003 04:55:23.524 DEBUG:: DataManager.RemoveSubscription(): Removed SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest 20241003 04:55:23.524 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:SPY,#0,SPY,Hour,TradeBar,Trade,Adjusted,OpenInterest at 2/28/2023 9:00:00 PM UTC 20241003 04:55:23.524 DEBUG:: DataManager.RemoveSubscription(): Removed WFC,#0,WFC,Hour,TradeBar,Trade,Adjusted,OpenInterest 20241003 04:55:23.524 DEBUG:: Synchronizer.SubscriptionFinished(): Finished subscription:WFC,#0,WFC,Hour,TradeBar,Trade,Adjusted,OpenInterest at 2/28/2023 9:00:00 PM UTC 20241003 04:55:23.526 DEBUG:: DataManager.RemoveSubscription(): Removed QC-UNIVERSE-USERDEFINED-USA-EQUITY,#0,QC-UNIVERSE-USERDEFINED-USA-EQUITY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal 20241003 04:55:23.527 TRACE:: StopSafely(): Waiting for 'Isolator Thread' thread to stop... 20241003 04:55:23.527 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token... 20241003 04:55:23.528 TRACE:: Synchronizer.GetEnumerator(): Exited thread. 20241003 04:55:23.528 TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm... 20241003 04:55:23.529 DEBUG:: BaseResultsHandler.SamplePerformance(): 9:00 PM >0 20241003 04:55:23.529 TRACE:: Engine.Run(): Exiting Algorithm Manager 20241003 04:55:23.529 TRACE:: FileSystemDataFeed.Exit(): Exit Finished. 20241003 04:55:23.530 TRACE:: BacktestingResultHandler.Exit(): starting... 20241003 04:55:23.530 TRACE:: BacktestingResultHandler.Exit(): Saving logs... 20241003 04:55:23.532 DEBUG:: DataManager.RemoveSubscription(): Removed QC-UNIVERSE-USERDEFINED-USA-EQUITY,#0,QC-UNIVERSE-USERDEFINED-USA-EQUITY,Hour,TradeBar,Trade,Adjusted,OpenInterest,Internal 20241003 04:55:23.533 TRACE:: StopSafely(): Waiting for 'Isolator Thread' thread to stop... 20241003 04:55:23.533 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token... 20241003 04:55:23.535 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop... 20241003 04:55:23.535 TRACE:: Debug: Algorithm Id:(0896b80b-b4fe-4723-961f-a937f68e51e7) completed in 0.40 seconds at 2k data points per second. Processing total of 655 data points. 20241003 04:55:23.535 TRACE:: FileSystemDataFeed.Exit(): Exit Finished. 20241003 04:55:23.536 TRACE:: Debug: Your log was successfully created and can be retrieved from: /Results/0896b80b-b4fe-4723-961f-a937f68e51e7/0896b80b-b4fe-4723-961f-a937f68e51e7-log.txt 20241003 04:55:23.536 TRACE:: BacktestingResultHandler.Run(): Ending Thread... 20241003 04:55:23.536 TRACE:: BacktestingResultHandler.Exit(): starting... 20241003 04:55:23.536 TRACE:: BacktestingResultHandler.Exit(): Saving logs... 20241003 04:55:23.540 TRACE:: Debug: Algorithm Id:(13f9722d-1639-4c1b-8bd2-511a6ef3fbac) completed in 0.34 seconds at 2k data points per second. Processing total of 655 data points. 20241003 04:55:23.540 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop... 20241003 04:55:23.540 TRACE:: Debug: Your log was successfully created and can be retrieved from: /Results/13f9722d-1639-4c1b-8bd2-511a6ef3fbac/13f9722d-1639-4c1b-8bd2-511a6ef3fbac-log.txt 20241003 04:55:23.541 TRACE:: BacktestingResultHandler.Run(): Ending Thread... 20241003 04:55:23.662 TRACE:: STATISTICS:: Total Orders 0 STATISTICS:: Average Win 0% STATISTICS:: Average Loss 0% STATISTICS:: Compounding Annual Return 0% STATISTICS:: Drawdown 0% STATISTICS:: Expectancy 0 STATISTICS:: Start Equity 100000 STATISTICS:: End Equity 100000 STATISTICS:: Net Profit 0% STATISTICS:: Sharpe Ratio 0 STATISTICS:: Sortino Ratio 0 STATISTICS:: Probabilistic Sharpe Ratio 0% STATISTICS:: Loss Rate 0% STATISTICS:: Win Rate 0% STATISTICS:: Profit-Loss Ratio 0 STATISTICS:: Alpha 0 STATISTICS:: Beta 0 STATISTICS:: Annual Standard Deviation 0 STATISTICS:: Annual Variance 0 STATISTICS:: Information Ratio 0 STATISTICS:: Tracking Error 0 STATISTICS:: Treynor Ratio 0 STATISTICS:: Total Fees $0.00 STATISTICS:: Estimated Strategy Capacity $0 STATISTICS:: Lowest Capacity Asset STATISTICS:: Portfolio Turnover 0% STATISTICS:: OrderListHash d41d8cd98f00b204e9800998ecf8427e 20241003 04:55:23.662 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet 20241003 04:55:23.663 TRACE:: Engine.Run(): Disconnecting from brokerage... 20241003 04:55:23.663 TRACE:: Engine.Run(): Disposing of setup handler... 20241003 04:55:23.663 TRACE:: Engine.Main(): Analysis Completed and Results Posted. 20241003 04:55:23.664 TRACE:: StopSafely(): Waiting for '' thread to stop... 20241003 04:55:23.665 TRACE:: DataMonitor.GenerateReport(): DATA USAGE:: Total data requests 7 DATA USAGE:: Succeeded data requests 7 DATA USAGE:: Failed data requests 0 DATA USAGE:: Failed data requests percentage 0% DATA USAGE:: Total universe data requests 2 DATA USAGE:: Succeeded universe data requests 2 DATA USAGE:: Failed universe data requests 0 DATA USAGE:: Failed universe data requests percentage 0% Engine.Main(): Analysis Complete. 20241003 04:55:23.672 TRACE:: Engine.Main(): Packet removed from queue: 13f9722d-1639-4c1b-8bd2-511a6ef3fbac 20241003 04:55:23.672 TRACE:: LeanEngineSystemHandlers.Dispose(): start... 20241003 04:55:23.673 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers. 20241003 04:55:23.674 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start... 20241003 04:55:23.676 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers. 20241003 04:55:23.677 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop... 20241003 04:55:23.677 TRACE:: PythonInitializer.Shutdown(): start 20241003 04:55:23.683 TRACE:: STATISTICS:: Total Orders 1 STATISTICS:: Average Win 0% STATISTICS:: Average Loss 0% STATISTICS:: Compounding Annual Return -6.859% STATISTICS:: Drawdown 0.600% STATISTICS:: Expectancy 0 STATISTICS:: Start Equity 100000 STATISTICS:: End Equity 99462.86 STATISTICS:: Net Profit -0.537% STATISTICS:: Sharpe Ratio -6.1 STATISTICS:: Sortino Ratio -1.726 STATISTICS:: Probabilistic Sharpe Ratio 0.221% STATISTICS:: Loss Rate 0% STATISTICS:: Win Rate 0% STATISTICS:: Profit-Loss Ratio 0 STATISTICS:: Alpha 0 STATISTICS:: Beta 0 STATISTICS:: Annual Standard Deviation 0.016 STATISTICS:: Annual Variance 0 STATISTICS:: Information Ratio -3.099 STATISTICS:: Tracking Error 0.016 STATISTICS:: Treynor Ratio 0 STATISTICS:: Total Fees $5.02 STATISTICS:: Estimated Strategy Capacity $4500000.00 STATISTICS:: Lowest Capacity Asset WFC 2T STATISTICS:: Portfolio Turnover 1.70% STATISTICS:: OrderListHash 8ffcb4cd155215a28fe51663eab9a71c 20241003 04:55:23.684 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet 20241003 04:55:23.686 TRACE:: Engine.Run(): Disconnecting from brokerage... 20241003 04:55:23.686 TRACE:: Engine.Run(): Disposing of setup handler... 20241003 04:55:23.686 TRACE:: Engine.Main(): Analysis Completed and Results Posted. 20241003 04:55:23.687 TRACE:: StopSafely(): Waiting for '' thread to stop... 20241003 04:55:23.689 TRACE:: DataMonitor.GenerateReport(): DATA USAGE:: Total data requests 7 DATA USAGE:: Succeeded data requests 7 DATA USAGE:: Failed data requests 0 DATA USAGE:: Failed data requests percentage 0% DATA USAGE:: Total universe data requests 2 DATA USAGE:: Succeeded universe data requests 2 DATA USAGE:: Failed universe data requests 0 DATA USAGE:: Failed universe data requests percentage 0% Engine.Main(): Analysis Complete. 20241003 04:55:23.701 TRACE:: Engine.Main(): Packet removed from queue: 0896b80b-b4fe-4723-961f-a937f68e51e7 20241003 04:55:23.701 TRACE:: LeanEngineSystemHandlers.Dispose(): start... 20241003 04:55:23.702 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers. 20241003 04:55:23.703 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start... 20241003 04:55:23.707 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers. 20241003 04:55:23.709 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop... 20241003 04:55:23.710 TRACE:: PythonInitializer.Shutdown(): start 20241003 04:55:26.609 TRACE:: PythonInitializer.Shutdown(): ended 20241003 04:55:26.609 TRACE:: Program.Main(): Exiting Lean... 20241003 04:55:26.639 TRACE:: PythonInitializer.Shutdown(): ended 20241003 04:55:26.639 TRACE:: Program.Main(): Exiting Lean... 20241003 04:55:26.672 TRACE:: LeanOptimizer.TriggerOnEndEvent(OID 04d510ae-8c80-48ee-9083-bea783da83d2): Optimization has ended. Result was not reached Successfully optimized 'myproject' and stored the output in 'myproject\optimizations\2024-10-03_14-55-13'