So I'm new to Quantconnect and I'm trying to use LEAN on my my own computer to import some of my own data, I put it in the correct directory and named it the correct name, and all I did was change acouple variables into the starter code


from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * import numpy as np class WorkBench(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2016,01,01) #Set Start Date self.SetEndDate(2016,01,01) #Set End Date self.SetCash(100000) #Set Strategy Cash # Find more symbols here: self.AddEquity("FUT", Resolution.Second) print "numpy test: print np.pi" , np.pi def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' if not self.Portfolio.Invested: self.SetHoldings("FUT", 1)

and in the command line its giving me this error

20170831 12:43:11 Error:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/equity\usa\minute\fut\       

So I dont understand why its looking in the minute folder if I'm requesting second resolution, I can switch it pretty easily, but I feel like that shows there some other underlying problem.


In addition to this it looks like its trying to get SPY data as well, in the command line

20170831 12:43:12 Trace:: BrokerageModelSecurityInitializer.Initialize(): Unable to seed security: SPY


This happens after it prints out pi, which is odd because that implies that it happens after initialization, which I dont understand either, can someone please help.