Hello,
I wanted to see if someone smarter than myself could help me with this very simple program. I piggybacked on Derek Melchin's CPI importer (
)
to build a portfolio that changes its 60/40 holdings based on yield curve and CPI (research from @wifeyAlpha on twitter
)
However when I run the attached backtest, my if data.containsKey(self.CPI_symbol) on line XXX is never true so my CPI data never updates and I am looped on whatever the start date CPI is.
Why is the data.containsKey not seeing the CPI data?
Can anyone help a normie noob out?
Thanks in advance.
Andrew Williamson
Please delete my post I solved my issue.
Andrew Williamson
If anyone sees post and is interested solution…
The reason my data.containsKey wasn't working for cpi data was because my two sources of information had different EndTimes so the OnData code was breaking here:
Which prevented this from running:
Attached correct code with backtest here.
Andrew Williamson
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