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Hi all,
I am trying to utilize the AskPrice and BidPrice to determine the spread of an Equity.
I am trying to declare it as follows, but I am encountering the following error:
AttributeError : 'TradeStrategyTest' object has no attribute 'Equity' at Initialize self.AskPrice = self.Equity("SPY").AskPrice
def Initialize(self):
self.SetStartDate(2017,1, 1) #Set Start Date
self.SetEndDate(2017,7,31) #Set End Date
self.SetCash(10000) #Set Strategy Cash
self.AddEquity("SPY", Resolution.Minute)
self.AskPrice = self.Equity("SPY").AskPrice
self.BidPrice = self.Equity("SPY").BidPrice
self.Spread = (self.AskPrice - self.BidPrice)Any help would be greatly appreciated.
Louis Szeto
Hi Chris
it should be called for data slice:
or as security object:
Cheers
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Christopher Phillips
Louis Szeto Thanks so much for the help! I’ll give it a shot.
Christopher Phillips
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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