it can help you. See topic 3) Not enough bid information.

https://github.com/quantiacs/strategy-q20-nasdaq100-quick-start/blob/master/strategy.ipynb

def get_enough_bid_for(data_, weights_):
    time_traded = weights_.time[abs(weights_).fillna(0).sum('asset') > 0]
    is_strategy_traded = len(time_traded)
    if is_strategy_traded:
        return xr.where(weights_.time < time_traded.min(), data_.sel(field="is_liquid"), weights_)
    return weights_


weights_new = get_enough_bid_for(data, weights)
weights_new = weights_new.sel(time=slice("2006-01-01",None))

We will see, but probably it is too late for changing the rules.

One pragmatic solution would be to use a "base" strategy until 2013, without fundamental data, until 2013, in a way that the Sharpe ratio is still larger than 1. Is it doable?

@support The strategy was still declined since there is no fundamental data before 1-1-2013. This strategy worked with fundamental data. Number is # 14333092. Wouldn't it be fair to shorten the required trade period for strategies based on fundamental data for Q20? Otherwise I won't be able to submit.

Note that trades are taken at the OPEN, and you cannot use for example the CLOSE price of the same day.

In this case, you could see a result in the notebook but another one after submission, as the backtester used after submission will remove by brute force future data and produce a result which does not look into the future.

Hello. try to execute in a separate cell the code which saves weights. This should help.
As far as I understand, this can happen when there is no data for the first day.
The cell where the error occurs will be ignored and the next one will be executed.

qnout.check(weights, data, "stocks_nasdaq100")
qnout.write(weights)