Hi there, I am pretty new to the API, jstu finished all the bootcamps, and am now trying to familiarise myself with the API by writing a simple backtest using futures, I got a runtime error though and have been scratching my head for a while as I am not sure how to debug this, googling does not find anything and the message seems a bit too generic, I think I have all the components for a backtest but somehow the code fails. this is my code (mostly drag and drop from the menu really, which is why it kinda surprise me that it fails):

from Alphas.EmaCrossAlphaModel import EmaCrossAlphaModel from Execution.ImmediateExecutionModel import ImmediateExecutionModel from FuturesUniverseSelectionModel import FuturesUniverseSelectionModel class MultidimensionalTachyonCircuit(QCAlgorithm): def Initialize(self): self.SetStartDate(2018, 12, 20) # Set Start Date self.SetEndDate(2019, 3, 31) self.SetCash(100000) # Set Strategy Cash self.SetUniverseSelection(FuturesUniverseSelectionModel(self.SelectFuturesSymbols)) self.AddAlpha(EmaCrossAlphaModel(50, 200, Resolution.Daily)) self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel()) self.SetExecution(ImmediateExecutionModel()) self.SetRiskManagement(TrailingStopRiskManagementModel(0.05)) # def OnData(self, data): # '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. # Arguments: # data: Slice object keyed by symbol containing the stock data # ''' # # if not self.Portfolio.Invested: # # self.SetHoldings("SPY", 1) def SelectFuturesSymbols(self, utcTime): ticker = Futures.Indices.SP500EMini return [ Symbol.Create(ticker, SecurityType.Future, Market.USA) ]

Could anyone help point my mistake please ? thank you

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