Solving 'object not iterable' error by Iklcho

Iklcho INVESTOR

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Hi,

I am following an options tutorial listed here but can't seem to get the code working. I am new to coding/programming so apologies if this seems like an easy/silly question.

I keep getting the below error;

Runtime Error: TypeError : 'NoneType' object is not iterable

  at OnData

    df = pd.DataFrame([[x.Right in main.py:line 24



 TypeError : 'NoneType' object is not iterable	 (Open Stacktrace)

I believe the relevant bit of code where this error is occurring is here;

    def OnData(self,slice):

        optionchain = None

        for i in slice.OptionChains:

            if i.Key != self.symbol: continue

            optionchain = i.Value

            self.Log("underlying price:" + str(optionchain.Underlying.Price))

        df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain],

               index=[x.Symbol.Value for x in optionchain],

               columns=['type(call 0, put 1)', 'strike', 'expiry', 'ask price', 'bid price'])

        self.Log(str(df))

What am I doing wrong?

Thanks in advance for any help.

Cheers.

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Iklcho

Accepted Answer

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Tomas Rampas

320 ,

Hi IkIcho

I'm not sure if the sample code snippets on the page you are referencing are formatted correctly. I guess that not. Anyway if you need to get rid off your issue you will need to add outside check of optionchain for being not equal to None so the code snippet looks lie this.

    def OnData(self,slice):

        optionchain = None

        for i in slice.OptionChains:

            if i.Key != self.symbol: continue

            optionchain = i.Value            

            self.Log("underlying price:" + str(optionchain.Underlying.Price))

        if optionchain is not None:

            df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain], 

                index=[x.Symbol.Value for x in optionchain], 

                columns=['type(call 0, put 1)', 'strike', 'expiry', 'ask price', 'bid price'])

            self.Log(str(df))

Hope that helps.

Regards

Tomas

Iklcho INVESTOR

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