Something NT should clean up: When you run a backtest on futures (with merge backadjusted on) the database creates empty directories for any older futures data you are missing.
E.g. I started collecting 6A data from CME in 2021, but accidentally ran a backtest from 2007 (when my 6E data starts). It created empty directories from 2007 up to the data I have. When I then go the historical database to download the most recent week data I have to scroll past dozens of useless empty directories. I tried removing them, but they just get recreated if you run a backtest starting before your data again.
Anyway, while you work on fixing the index problem, please consider changing this behavior.
E.g. I started collecting 6A data from CME in 2021, but accidentally ran a backtest from 2007 (when my 6E data starts). It created empty directories from 2007 up to the data I have. When I then go the historical database to download the most recent week data I have to scroll past dozens of useless empty directories. I tried removing them, but they just get recreated if you run a backtest starting before your data again.
Anyway, while you work on fixing the index problem, please consider changing this behavior.
Comment