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Error trying to iterate through open positions

Trying iterate through the open positions in my portfolio and get the current price for each security using the following code:

for security in self.Portfolio.Values:
    price = self.Securities[security].Price

I get the following error:

The error was NullReferenceException : Object reference not set to an instance of an object

Even if the portfolio is empty, this should not happen.

Here is simplified, but full code: 

class algorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2012,1,1)
self.SetEndDate(2012,2,5)
self.SetCash(100000)
self.symbols = ['ABT', 'ACN', 'ACE', 'ADBE']
for symbol in self.symbols:
self.AddEquity(symbol, Resolution.Daily)
self.AddEquity('SPY', Resolution.Daily)
self.Schedule.On(self.DateRules.MonthStart("SPY"),
self.TimeRules.AfterMarketOpen("SPY", 60),
Action(self.Rebalance))

def Rebalance(self):
for security in self.Portfolio.Values:
price = self.Securities[security].Price
Update Backtest







Iterate on security.Symbol not the security object itself.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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