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I tried to test the new strategy and when I run the code of results = tradingSystem.startTrading(), It prompts out the error message.
I am not going to post the full code here because it is quite long. I would like to know which direction should I go for solving the problem. If there is really a need for the full code, please let me know. Thank you for your help.
The following is the error message:
Processing data for stock: AAPL
Processing data for stock: MSFT
20% done...
40% done...
60% done...
80% done...
Logging all the available market metrics in tensorboard
Logging all the available instrument metrics in tensorboard
2017-01-02 00:00:00
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
<ipython-input-9-c0f85326750e> in <module>()
2 tsParams = MyTradingParams(tf)
3 tradingSystem = TradingSystem(tsParams)
----> 4 results = tradingSystem.startTrading()
6 frames
/root/.local/lib/python3.7/site-packages/backtester/trading_system.py in startTrading(self, onlyAnalyze, shouldPlot, makeInstrumentCsvs, createResultDict, logFileName)
142 except StopIteration:
143 isClose = True
--> 144 self.updateFeaturesAndExecute(currentTimeUpdate, isClose, onlyAnalyze, global_step=global_step)
145
146 if not onlyAnalyze and self.portfolioValue < 0:
/root/.local/lib/python3.7/site-packages/backtester/trading_system.py in updateFeaturesAndExecute(self, timeOfUpdate, isClose, onlyAnalyze, global_step)
83 print(timeOfUpdate)
84 self.totalUpdates = self.totalUpdates + 1
---> 85 self.updateFeatures(timeOfUpdate)
86 if not onlyAnalyze:
87 start = time.time()
/root/.local/lib/python3.7/site-packages/backtester/trading_system.py in updateFeatures(self, timeOfUpdate)
109 # if self.totalUpdates > 0:
110 # Dont call for the first time
--> 111 self.instrumentManager.updateFeatures(timeOfUpdate)
112 end = time.time()
113 diffms = (end - start) * 1000
/root/.local/lib/python3.7/site-packages/backtester/instruments_manager.py in updateFeatures(self, timeOfUpdate)
237
238 def updateFeatures(self, timeOfUpdate):
--> 239 self.updateInstrumentFeatures(timeOfUpdate)
240
241 currentMarketFeatures = {}
/root/.local/lib/python3.7/site-packages/backtester/instruments_manager.py in updateInstrumentFeatures(self, timeOfUpdate)
229 featureParams=featureParams,
230 featureKey=featureKey,
--> 231 instrumentManager=self)
232 self.__lookbackInstrumentFeatures.addFeatureValueForAllInstruments(timeOfUpdate, featureKey, featureVal)
233 end = time.time()
/root/.local/lib/python3.7/site-packages/backtester/features/profitloss_feature.py in computeForInstrument(cls, updateNum, time, featureParams, featureKey, instrumentManager)
22 currentPrice = priceDict.iloc[-1]
23 changeInPosition = currentPosition - previousPosition
---> 24 tradePrice = pd.Series([instrumentManager.getInstrument(x).getLastTradePrice() for x in priceDict.columns], index=priceDict.columns)
25 tradeLoss = pd.Series([instrumentManager.getInstrument(x).getLastTradeLoss() for x in priceDict.columns], index=priceDict.columns)
26 pnl = (previousPosition * (currentPrice - previousPrice)) + (changeInPosition * (currentPrice - tradePrice)) - fees - tradeLoss
/root/.local/lib/python3.7/site-packages/backtester/features/profitloss_feature.py in <listcomp>(.0)
22 currentPrice = priceDict.iloc[-1]
23 changeInPosition = currentPosition - previousPosition
---> 24 tradePrice = pd.Series([instrumentManager.getInstrument(x).getLastTradePrice() for x in priceDict.columns], index=priceDict.columns)
25 tradeLoss = pd.Series([instrumentManager.getInstrument(x).getLastTradeLoss() for x in priceDict.columns], index=priceDict.columns)
26 pnl = (previousPosition * (currentPrice - previousPrice)) + (changeInPosition * (currentPrice - tradePrice)) - fees - tradeLoss
AttributeError: 'NoneType' object has no attribute 'getLastTradePrice
The text was updated successfully, but these errors were encountered:
Erica-Ko
changed the title
Question about the error
Question about the error when run the startTrading() function
Feb 26, 2021
I tried to test the new strategy and when I run the code of
results = tradingSystem.startTrading()
, It prompts out the error message.I am not going to post the full code here because it is quite long. I would like to know which direction should I go for solving the problem. If there is really a need for the full code, please let me know. Thank you for your help.
The following is the error message:
The text was updated successfully, but these errors were encountered: