Hi All,
I am new here. When I applied the simple strategy, it pops up below error. Could anyone help? Thanks a lot.
Best Regards,
Yao Yiyang
Code:
import numpy as np
import datetime
class SellInMayBuyInNov(QCAlgorithm):
def Initialize(self):
self.SetStartDate(1998,1, 1) #Set Start Date
self.SetEndDate(2019,2,1) #Set End Date
self.SetCash(1000000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY", Resolution.Minute,Leverage=4,fillDataForward = True, extendedMarketHours = False)
self.SetRunMode(RunMode.Series)
def OnData(self, data):
if self.Time.month == 5:
if self.Portfolio.Invested:
self.SetHoldings("SPY", -Qty)
self.Debug("Sell In May" + Time.year +" Quantity:"+Qty)
elif self.Time.month == 11:
if not self.Portfolio.Invested:
Qty= self.Portfolio.Cash/["SPY"].Close
self.SetHoldings("SPY", Qty)
self.Debug("Buy In Nov" + Time.year+" Quantity:"+Qty)