def CheckAndTrade(self):
for symbol in self.stock_symbol_list:
if self.previous_5_day_volumes[symbol].Count != self.lookback_period:
continue
avg_volume = sum(self.previous_5_day_volumes[symbol]) / self.lookback_period
current_volume = self.Securities[symbol].Volume
if (current_volume > self.volume_threshold * avg_volume
and self.Securities[symbol].BidVolume > self.bid_ask_ratio_threshold * self.Securities[symbol].AskVolume
and current_volume > self.min_daily_volume):
if not self.Securities[symbol].Symbol in self.open_positions:
self.SetHoldings(symbol, 1.0 / len(self.stock_symbol_list)) # Equal weight for each position
self.open_positions[symbol] = self.Securities[symbol].Price
self.Debug(f"Buying {symbol} at {self.Securities[symbol].Price}")
Would someone please help with the below. Seems im missing something here. I keep running on this error. Thanks
Ferjo Ombwayo
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