Lean and python shedule problem by Chris Alteras

Chris Alteras

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Hi,

The backtest run successfully online (a basic template, no holding implemented, checking with debug file).

Objective: testing schedule function, history request, reconstructing pandas structure, applying basic math function( quantile in the exemple) and logging result ( ticker+ last close + quantile 75th).

When testing in local mode i have this runtime error:

Data on local files have been checked with editor edit and BasicTemplate.py. EveryOK.

self.History seems to be the problem but i have no idea.

Help needed...thanks.

Update Backtest

Chris Alteras

Accepted Answer

Update Backtest

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Chris Alteras

334 ,

my error capture is 'text mode' (previous screenshot not readable)

-------------------------------------------------

2017-09-25T16:19:53.3258557Z Error Runtime Error: Python.Runtime.PythonException: AttributeError : 'dict' object has no attribute 'close'
   ? Python.Runtime.Dispatcher.Dispatch(ArrayList args)
   ? QuantConnect.Scheduling.ScheduleManager.<>c__DisplayClass16_0.<On>b__0(String name, DateTime time) dans C:\Users\Jbr\Documents\C#\Lean-2.4.0.1\Common\Scheduling\ScheduleManager.cs:ligne 131
   ? QuantConnect.Scheduling.ScheduledEvent.OnEventFired(DateTime triggerTime) dans C:\Users\Jbr\Documents\C#\Lean-2.4.0.1\Common\Scheduling\ScheduledEvent.cs:ligne 236
   ? QuantConnect.Scheduling.ScheduledEvent.Scan(DateTime utcTime) dans C:\Users\Jbr\Documents\C#\Lean-2.4.0.1\Common\Scheduling\ScheduledEvent.cs:ligne 165
   ? QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.ScanPastEvents(DateTime time) dans C:\Users\Jbr\Documents\C#\Lean-2.4.0.1\Engine\RealTime\BacktestingRealTimeHandler.cs:ligne 136
   ? QuantConnect.Lean.Engine.AlgorithmManager.Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ILeanManagement leanManagement, CancellationToken token) dans C:\Users\Jbr\Documents\C#\Lean-2.4.0.1\Engine\AlgorithmManager.cs:ligne 274
   ? QuantConnect.Lean.Engine.Engine.<>c__DisplayClass8_1.<Run>b__2() dans C:\Users\Jbr\Documents\C#\Lean-2.4.0.1\Engine\Engine.cs:ligne 251
[' File "C:\\Users\\Jbr\\Documents\\C#\\Lean-2.4.0.1\\Algorithm.Python\\JbrTestHistory.py", line 55, in CheckChannels\n    h = self.History(self.active, 60,Resolution.Daily).close\n']
2017-09-25T16:19:53.3883562Z Trace Algorithm Id:(AlgorithmPythonWrapper) completed in 1.11 seconds at 0k data points per second. Processing total of 372 data points.

--------------------------------------------------------

trying to request data in OnData . Fails also (Backtest online is OK)

Chris Alteras

334 ,

found solution:

install latest master image from github ( my previous install: 2.4.0.1).

self.History is working now...

Chris Alteras

Update Backtest

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