Hello!
I encountered the ff error in my program:
Runtime Error: Exception : Please register to receive data for symbol 'A RPTMYV3VC57P' using the AddSecurity() function...at CoarseSelectionFunction in main.py:line 113
CoarseSelectionFunction (lines 83 - 118):
def CoarseSelectionFunction(self, coarse):
Initial_Universe = [x for x in coarse if x.HasFundamentalData]
Filtered_Universe = []
for x in Initial_Universe:
ticker_symbol = x.Symbol
#security_key = x.key
#We only want equities that satisfy the following screening criteria
#US stocks, min volume of last 50 trading days above 500K shares
#Min price of $1 per share
#Min dollar volume of $2.5M over same 50 day time period
if x.DollarVolume > 2500000 and x.Price > self.value_MinStockPrice and x.Volume > 500000:
Filtered_Universe.append(x)
#For every stock that satisfy the screening criteria, compute the RSI
for x in Filtered_Universe:
x.RS_Index = self.RSI(x.Symbol, self.value_RSIDays, Resolution.Daily)
#Then, sort the stocks according to the highest RSI:
Filtered_Universe.sort(key=lambda x: x.RS_Index, reverse=True)
return [i.Symbol for i in Filtered_Universe]
To fix the error, I put the ff. code in main.py under the initialize function:
self.AddSecurity(SecurityType.Equity,'A RPTMYV3VC57P', Resolution.Daily)
However, I still get the following error:
Runtime Error: Exception : Please register to receive data for symbol 'AA WF7IHVI76I5H' using the AddSecurity() function...at CoarseSelectionFunction in main.py:line 113
What is the best way to fix the error?
Appreciate the response!
Ted Murphy
I got that error when I had not registered the security up in Initialize():
def Initialize(self): self.SetStartDate(2018,5,25) #Set Start Date self.SetEndDate(2018,5,29) #Set End Date self.SetCash(20000) #Set Strategy Cash self.AddEquity("SPY", Resolution.Second)
Jing Wu
Hi Myrich,
"self.RSI()" is not available to use in coarse universe selection as only symbols data being returned by CoarseSelectionFunction are subscribed. You should use the indicator constructor "self.RSI= self.RelativeStrengthIndex(period)" and update the indicator manually using "self.RSI.Update(time, value)". Please see this algorithm on Github. It is similar to the ExponentialMovingAverage() in this example (you can't use EMA() here as the symbol data in CoarseSelectionFunction are not subscribed).
Myrich Lim
Thanks Jing a lot for commenting.
Myrich Lim
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