EveryDay() not working


I am a former Quantopian rookie quant and want to move my algo to Quantconnect.

I am having trouble with the schedule function. I tried many different ways to make it work and the engine still shows me error despite emulating libray, examples and documentation. I am stuck.

Same thing with these 3 lines that I moved inside the REbalance function. I cannot seem to make them indexing properly. They work inside research but not under the engine.

C = self.prices['close'].unstack(level=0)

H = self.prices['high'].unstack(level=0)

L = self.prices['low'].unstack(level=0)

Can you help me tweak it to make it work.

I will keep workin gin it afterwards to move my algo from Quantopian.

Thanks a lot



Update Backtest

To schedule an event to fire every day you can refer to this example.

The history request for multiple symbols returns a multi-index dataframe. The following example should work. 

# Request history for a list of symbols
symbols_slices = self.History(["AAPL", "SPY", "VXX"], 4, Resolution.Daily) # multi-index dataframe
# single index dataframe with the closing price of all symbols
all_symbols_close = slices["close"].unstack(level=0)

Please share the algorithm if the problem persists.


Update Backtest


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