I'm receiving this in my backtest:

Data for symbol IR has been limited due to numerical precision issues in the factor file. The starting date has been set to 3/9/2020.

 

Then right after, I'm getting this error:

Runtime Error: KeyNotFoundException : 'IR R735QTJ8XC9X' 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("IR R735QTJ8XC9X")

The backtest is for 2016-2019, how can I just remove all securities from my universe that do not have data relative to the timeframe of the backtest.

My logic in my OnData function is the following:

if self.IsWarmingUp: return if data.Count < len(self.universe): self.Debug("Not Ready. Getting data...") return self.Debug("Initialized! All data is present.") # Add to and update all the moving averages for symbol in self.universe: if symbol not in self.averages: # 1. Call history to get an array of day of longest average of history data history = self.History(symbol, self.longAvg, Resolution.Daily) #2. Adjust SelectionData to pass in the history result self.averages[symbol] = SelectionData(history, self.longAvg, self.shortAvg) self.averages[symbol].update(self.Time, tradeBars[symbol].Close)

Basically, I'm calculating moving averages for every stock in my universe and adding it to a dictionary later, just like in the tutorials. However, when I hit that security, it bugs out at me. 

Is there a HasData property on these security I can check for? 

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