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Got this error message, not sure what it means.

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))

Update Backtest







The reason why this error occurred was because of the following line. This method call required a Symbol object and was passed a string. 

Tbond = self.AddFutureContract("ZB", Resolution.Second, True, 9)

This documentation is a good guide for adding and using future data. Adding "ZB" is as easy as this:

 Tbond = self.AddFuture("ZB")

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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.


Thank you. I read this part in the documentation:

 

// Complete Add Future API - Including Default Parameters:
AddFuture(string symbol,
Resolution resolution = Resolution.Minute,
string market = null,
bool fillDataForward = true,
decimal leverage = 0m)
 I thought first line where it says AddFuture(string symbol,...) meant it had to be in string form. How would I add ZB in the format I had it in? I'd like to define the leverage and resolution as well.
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In the format: self.AddFuture(Futures.Indices.SP500EMini, Resolution.Minute), what is the "category", where "Indices" is for ES, but for ZB? I've tried "Rates", "Financials", and "InterestRates"...Not sure what else to try and plug in. Any help would be appreciated.

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@Kj5159 it should be self.AddFuture(Futures.Financials.Y30TreasuryBond, Resolution.Minute)   

see 

https://github.com/QuantConnect/Lean/blob/e7ebddf8b639649ed2f57ed2d593ae88f9b5e6e2/Common/Securities/Futures/Futures.cshttps://github.com/QuantConnect/Lean/blob/e7ebddf8b639649ed2f57ed2d593ae88f9b5e6e2/Common/Securities/Futures/Futures.cs
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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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