During the algorithm initialization, the following exception has occurred: ArgumentException : Unable to locate exchange hours for Base-empty-[*]
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, System.String symbol, QuantConnect.SecurityType securityType) [0x00073] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, QuantConnect.Symbol symbol, QuantConnect.SecurityType securityType) [0x00009] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.SecurityManager.CreateSecurity (QuantConnect.Securities.SecurityPortfolioManager securityPortfolioManager, QuantConnect.Data.SubscriptionManager subscriptionManager, QuantConnect.Securities.MarketHoursDatabase marketHoursDatabase, QuantConnect.Securities.SymbolPropertiesDatabase symbolPropertiesDatabase, QuantConnect.Securities.ISecurityInitializer securityInitializer, QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage, System.Boolean extendedMarketHours, System.Boolean isInternalFeed, System.Boolean isCustomData, System.Boolean isLiveMode, System.Boolean addToSymbolCache) [0x00024] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Algorithm.QCAlgorithm.AddFutureContract (QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage) [0x0002d] in <e2b4844fe7074f15aa37f72bb91759f0>:0
at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <2e7c1c96edae44d496118948ca617c11>:0
at Initialize in main.py:line 18
ArgumentException : Unable to locate exchange hours for Base-empty-[*]
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, System.String symbol, QuantConnect.SecurityType securityType) [0x00073] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, QuantConnect.Symbol symbol, QuantConnect.SecurityType securityType) [0x00009] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.SecurityManager.CreateSecurity (QuantConnect.Securities.SecurityPortfolioManager securityPortfolioManager, QuantConnect.Data.SubscriptionManager subscriptionManager, QuantConnect.Securities.MarketHoursDatabase marketHoursDatabase, QuantConnect.Securities.SymbolPropertiesDatabase symbolPropertiesDatabase, QuantConnect.Securities.ISecurityInitializer securityInitializer, QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage, System.Boolean extendedMarketHours, System.Boolean isInternalFeed, System.Boolean isCustomData, System.Boolean isLiveMode, System.Boolean addToSymbolCache) [0x00024] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Algorithm.QCAlgorithm.AddFutureContract (QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage) [0x0002d] in <e2b4844fe7074f15aa37f72bb91759f0>:0
at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <2e7c1c96edae44d496118948ca617c11>:0

 

It says something about not finding something in initialize. Here's my Initialize function:

 

def Initialize(self):
       

        self.SetStartDate(2009,1,2) #Set Start Date

        self.SetEndDate(2018,7,26)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        Tbond = self.AddFutureContract("ZB", Resolution.Second, True, 9)
        Tbond = self.AddSecurity(SecurityType.Future, "ZB", Resolution.Second, True, 9)
        self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))