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Hello,
I'm running into a key exception error. I am trying to backtest locally, with data downloaded from yahoo finance.
self.symbol = self.AddData(YahooData, "SPY", Resolution.Daily).Symbol
20230116 08:56:06.488 ERROR:: Runtime Error: Trying to retrieve an element from a collection using a key that does not exist in that collection throws
a KeyError exception. To prevent the exception, ensure that the Close key exist in the collection and/or that collection is not empty.
at get_loc
raise KeyError(key) from err
in base.py: line 3631
at __getitem__
indexer = self.columns.get_loc(key)
in /opt/miniconda3/lib/python3.8/site-packages/pandas/core/frame.py: line 3505
at calculate_signal
hist = self.History(symbols in /LeanCLI/main.py: line 99
Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure
that the Close key exist in the collection and/or that collection is not empty.
at get_loc
raise KeyError(key) from err
in base.py: line 3631
at __getitem__
indexer = self.columns.get_loc(key)
in /opt/miniconda3/lib/python3.8/site-packages/pandas/core/frame.py: line 3505
at calculate_signal
hist = self.History(symbols in /LeanCLI/main.py: line 99
Maybe the problem has to do with the fact that I am backtesting locally, and does not contain time, only dates. However, my coded needs Scheduler Function which necessarily must use DateRules aswell as TimeRules.
Any ideas how to fix this?
Louis Szeto
Hi Dom
It was likely due to your setting of the object property in the "Reader" method when you import custom data. However, there wasn't sufficient information for debugging. If you need further assistance, please attach complete code snippets or attach a backtest.
Best
Louis
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Dom Patrick
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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