Beginner question. by Sterling Wiren

Sterling Wiren INVESTOR

| Reward Discussion

I'm trying to learn how to do the most basic python start on quantconnect, but I keep running into what seems to be a very basic error. Could anyone give a newcomer some support?

Thank you.

Code:

class UncoupledParticleEngine(QCAlgorithm):



    def Initialize(self):

        self.SetStartDate(2015, 1, 1)  # Set Start Date

        self.SetCash(100000)  # Set Strategy Cash

        self.AddEquity("SPY", Resolution.Minute)  # self.AddEquity("SPY", Resolution.Minute)

        self.rsi = self.RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily)

        # set a warm-up period to initialize the indicator

        self.SetWarmUp(timedelta(20))

        # Warm-up the indicator with bar count

        # self.SetWarmUp(10, Resolution.Daily)



    def OnData(self, data):

    ## You can access the TradeBar dictionary in the slice object and then subset by symbol

    ## to get the TradeBar for SPY

        tradeBars = data.Bars

        spyTradeBar = tradeBars['SPY']

        spyOpen = spyTradeBar.Open      ## Open price

        spyClose = spyTradeBar.Close    ## Close price

        # if not self.Portfolio.Invested:

        #    self.SetHoldings("SPY", 1)

Error:

 94 | 18:11:18: 

Runtime Error: KeyNotFoundException : 'SPY' wasn't found in the TradeBars object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("SPY")

  at QuantConnect.Data.Market.DataDictionary`1[T].get_Item (QuantConnect.Symbol symbol) [0x00023] in <b4ad34a4a52041c4accaeff6c8d015c6>:0 

  at QuantConnect.Data.Market.TradeBars.get_Item (QuantConnect.Symbol symbol) [0x00000] in <b4ad34a4a52041c4accaeff6c8d015c6>: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 <b0e1ad7573a24fd5a9f2af9595e677e7>:0 

  at OnData in main.py:line 17

 KeyNotFoundException : 'SPY' wasn't found in the TradeBars object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("SPY")

  at QuantConnect.Data.Market.DataDictionary`1[T].get_Item (QuantConnect.Symbol symbol) [0x00023] in <b4ad34a4a52041c4accaeff6c8d015c6>:0 

  at QuantConnect.Data.Market.TradeBars.get_Item (QuantConnect.Symbol symbol) [0x00000] in <b4ad34a4a52041c4accaeff6c8d015c6>: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 <b0e1ad7573a24fd5a9f2af9595e677e7>:0 	 (Open Stacktrace)

Update Backtest

Sterling Wiren

Accepted Answer

Update Backtest

Notebook

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Douglas Stridsberg

5.1k ,

Hi there,

You should not assume that the data object necessarily contains data for all the securities you have subscribed to. It can sometimes be empty and it is thus good practice (necessary) to check its contents before using them.

One way is to check whether data contains the key SPY before trying to access it. As data (in live trading) comes indirectly from the broker, you should never assume its contents.

Xin Wei

10.6k ,

Hi Sterling,

Douglas's answer is spot-on! I'll add a few implementation details. To check if data contains the content, you can use:

if data.Bars.ContainsKey("SPY"):

    spyTradeBar = data.Bars['SPY']

I've attached a backtest, and you can read the Debugging logs for more details.

I hope this helps.

Xin

Sterling Wiren INVESTOR

Update Backtest

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