No data loaded for [symbol] because there was no tradeable dates for this security

Back

So I'm fairly new to all of this,  so bare with me as I try to explain my issue.

My code is simple, I am trying to add securities to a universe with a CoarseFundemental selection. 

private SecurityChanges _changes = SecurityChanges.None;

public override void Initialize()
{
SetStartDate(2020, 10, 25); //Set Start Date
SetEndDate(DateTime.Now);
SetCash(3000);//Set Strategy Cash

UniverseSettings.Resolution = Resolution.Daily;
AddUniverse(CoarseFundementalFilter);

}

private IEnumerable<Symbol> CoarseFundementalFilter(IEnumerable<CoarseFundamental> coarse)
{
var selected = coarse.Where(c => c.Price < 35).OrderByDescending(x => x.DollarVolume).Select(x => x.Symbol).Take(10);
return selected;
}

public override void OnSecuritiesChanged(SecurityChanges changes)
{
_changes = changes;
Log($"OnSecuritiesChanged({Time}):: {changes}");
}


/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
Log($"OnData({UtcTime:o}): Keys: {string.Join(", ", data.Keys.OrderBy(x => x))}");
}

I keep getting the following errors in the backtest.

Backtest Handled Error: No data loaded for ACB WYXFTA8WCGV9 because there were no tradeable dates for this security.
No data loaded for XPEV XHD34ASNWZ1H because there were no tradeable dates for this security.
No data loaded for PLTR XIAKBH8EIMHX because there were no tradeable dates for this security.
No data loaded for TLRY WWAWWB4P01GL because there were no tradeable dates for this security.
No data loaded for AVTR X4K9WJLO3VXH because there were no tradeable dates for this security.

 

What is it that I'm doing wrong?  Why do I get the error and never see any of my Log output?

 

Update Backtest







 
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Loading...

This discussion is closed