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Alert users if selected DataMappingMode is unavilable #8643

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ArthurAsenheimer opened this issue Mar 21, 2025 · 0 comments
Open
4 tasks done

Alert users if selected DataMappingMode is unavilable #8643

ArthurAsenheimer opened this issue Mar 21, 2025 · 0 comments

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@ArthurAsenheimer
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Expected Behavior

The user should receive a warning when using DataMappingMode.OPEN_INTEREST or DataMappingMode.OPEN_INTEREST_ANNUAL for a continuous future, if the selected future instrument doesn't have open interest data available.

Actual Behavior

No warning is received, which can lead to confusion, as the continuous future is constructed differently from what the user might expect.

Potential Solution

Either provide open interest data for these futures or submit a clear warning message to inform the user that open interest data is unavailable for the requested instrument and a different data mapping mode should be selected.

Reproducing the Problem

Run this backtest.

System Information

QC Cloud

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
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