No data call in payout

Can you explain the following requirement? Does it mean we can not use extra data out of the backtesting period?

  • All time series data has to be called via the DataFeatures object - no data calls in your payout.

The data that you should use in your model are the close price of the ‘building blocks’ bb live and the carry12 (which is the 12 month carry) as per the rules. This data should be put in the dataFeatures object and you should use this in your payout as per example notebook.

No you can not use ‘any other data’ out of the backtesting period defined as 2007 to 2016 included.

I hope that clarifies. Thanks, Lionel.