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Hello,

I get the below error when I initialize

self.eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda)

During the algorithm initialization, the following exception has occurred: AttributeError : Oanda

at Initialize in main.py:line 26

AttributeError : Oanda

If I exclude

, Market.Oanda

it works. Has there been a change in usage. I followed the docs.

My whole Initialize() function:

def Initialize(self):

        self.SetStartDate(2018,10, 14)  #Set Start Date

        self.SetEndDate(2018,10,16)    #Set End Date

        self.SetCash(1000)           #Set Strategy Cash

        # self.SetBrokerageModel(BrokerageName.OandaBrokerage,AccountType.Cash)

        self.eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda)

        self.quoteBarWindow = RollingWindow[QuoteBar](2)

Update Backtest

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Accepted Answer

Update Backtest

Notebook

Pro ,

Additional Question:

What is the default data vendor when we don't state the 'Market', using AddForex()?

Jing Wu

242.2k Pro ,

We have historical data for FXCM and OANDA Brokerages. You could use Market.Oanda or Market.FXCM. However, if you don’t specify the market, the default value would be Market.FXCM. FXCM provides 13 currency pairs since April 2007 and OANDA has 71 pairs since April 2004. Please find those pairs in the documentation

https://www.quantconnect.com/docs/data-library/forex

self. eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda) should work in the initialize().

Pro ,

Hello Jing Wu ,

thank you but I still receive the same error

During the algorithm initialization, the following exception has occurred: AttributeError : Oanda

  at Initialize in main.py:line 27

 AttributeError : Oanda

class BasicTemplateAlgorithm(QCAlgorithm):

    '''Basic template algorithm simply initializes the date range and cash'''



    def Initialize(self):

        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''



        self.SetStartDate(2018,1, 1)  #Set Start Date

        self.SetEndDate(2018,10,16)    #Set End Date

        self.SetCash(1000)           #Set Strategy Cash

        # self.SetBrokerageModel(BrokerageName.OandaBrokerage,AccountType.Cash)

        # self.eurusd = self.AddForex("EURUSD", Resolution.Daily)

        self.eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda)



        

        self.quoteBarWindow = RollingWindow[QuoteBar](2)

Pro ,

from System import *

from QuantConnect import *

from QuantConnect.Data import *

from QuantConnect.Algorithm import *

from QuantConnect.Indicators import *

from QuantConnect.Data.Market import *

from datetime import timedelta

import numpy as np

from decimal import Decimal



### <summary>

### Basic template algorithm simply initializes the date range and cash. This is a skeleton

### framework you can use for designing an algorithm.

### </summary>

class BasicTemplateAlgorithm(QCAlgorithm):

    '''Basic template algorithm simply initializes the date range and cash'''



    def Initialize(self):

        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''



        self.SetStartDate(2018,1, 1)  #Set Start Date

        self.SetEndDate(2018,10,16)    #Set End Date

        self.SetCash(1000)           #Set Strategy Cash

        # self.SetBrokerageModel(BrokerageName.OandaBrokerage,AccountType.Cash)

        # self.eurusd = self.AddForex("EURUSD", Resolution.Daily)

        self.eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda)

        

        self.quoteBarWindow = RollingWindow[QuoteBar](2)

Jing Wu

242.2k Pro ,

Please remove those import statements.

from System import *

from QuantConnect import *

from QuantConnect.Data import *

from QuantConnect.Algorithm import *

from QuantConnect.Indicators import *

from QuantConnect.Data.Market import *

-1

Tony Shacklock

2.1k Pro ,

I am also struggling with this error. I want to use Oanda data and set fillDataForward=False, but it gives this error:

AttributeError : Oanda

I can prevent the error by not using any import statements, but I would like to use a class in a separate file.

How can I use AddForex() with the market and fillDataForward specified AND import my class?

Here is a simple code and backtest to illustrate the problem.

Shile Wen

63.5k Pro ,

Hi Tony,

We can add this at the end of imports: from QuantConnect import Market to resolve this issue. Please see the attached backtest for reference.

Best Regards,
Shile Wen

Tony Shacklock

2.1k Pro ,

Many thanks!

Tony

INVESTOR

Update Backtest

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