Dual Listed Arbitrage; seeking help


Really quick problem to fix then i'll be posting this as my first finished algo in the forum.

When I run this algo at the current start date (10, 1, 17) the algo works,

but when I run this algo at (10, 2, 17) the algo gives this error:


Runtime Error: Python.Runtime.PythonException: AttributeError : 'NoneType' object has no attribute 'Price'

Update Backtest

I've been looking on the forums and here is the solution that makes most sense to me, however it still does not work.

I added a data.ContainsKey("VIAB") to return if it's false, however, I still get the error:

KeyNotFoundException : 'VIAB' wasn't found in the Slice object


Update Backtest


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