I'm experimenting with Dan's basic vwap algo with a few different stocks- specifically some that have not performed quite as well as appl ;)
For example JPM is listed with several SID numbers- I tried running the vwap backtest with a few of them and when I hit 'start backtest' it fails right away and does not produce any visable error.
@Rob
Thank you for taking the time to tell us.
If you click the feedback button while you are on the page showing the problem, and note the issue in the message, it will give us more context to track down the problem. thanks!
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Hi John
I am also getting an sid related failure when trying to run a backtest. Sids...
ko = sid(4283)
appl = sid(24)
bac = sid(35424)
spy = sid(8554) And backtrace...
Something went wrong on our end and we've been notified about it. Sorry for the inconvenience.
TypeError: argument of type 'NoneType' is not iterable
File /zipline/lines.py:153, in stream_results
for event in self.gen:
File /zipline/gens/tradesimulation.py:108, in simulate
for message in performance_messages:
File /zipline/gens/tradesimulation.py:271, in transform
self.simulate_snapshot(date)
File /zipline/gens/tradesimulation.py:295, in simulate_snapshot
self.algo.handle_data(self.universe)
File algoproxy.py:367, in handle_data
NoTradeDataAvailableEvent(self.lookup_security(sid), data[sid])
File algoproxy.py:445, in lookup_security
if 'trades' in first_trade_day: @Tjerk, thanks, this looks like a bug and I've opened a ticket for it.
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 Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.