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Code Not Working
William Stevens
posted

Greetings! When i try to run the code below, i receive an error message that says:

**TypeError: Expected assets argument to be of type or iterable of type Asset, ContinuousFuture, basestring

There was a runtime error on line 28.**

from quantopian.algorithm import attach_pipeline, pipeline_output  
from quantopian.pipeline import Pipeline  
from quantopian.pipeline.data.builtin import USEquityPricing  
from quantopian.pipeline.factors import AverageDollarVolume  
from quantopian.pipeline.filters.morningstar import Q1500US  
from datetime import datetime  
import numpy as np  
import pandas as pd  
from pandas import Series, DataFrame  
from scipy import stats as stats  
import sklearn  
import math as m  
import pytz  
import talib as tb  
import pprint



def initialize(context):  

        context.stocks_1 = symbols('ABT', 'ABBV', 'ACN', 'ACE', 'ADBE', 'ADT', 'AAP', 'AES', 'AET', 'AFL', 'AMG', 'A', 'GAS', 'APD', 'ARG', 'AKAM', 'AA', 'AGN', 'ALXN', 'ALLE', 'ADS', 'ALL', 'ALTR', 'MO', 'AMZN', 'AEE', 'AAL', 'AEP', 'AXP', 'AIG', 'AMT', 'AMP', 'ABC', 'AME', 'AMGN', 'APH', 'APC', 'ADI', 'AON', 'APA', 'AIV', 'AMAT', 'ADM', 'AIZ', 'T', 'ADSK', 'ADP', 'AN', 'AZO', 'AVGO', 'AVB', 'AVY', 'BHI', 'BLL', 'BAC', 'BK', 'BCR', 'BXLT', 'BAX', 'BBT', 'BDX', 'BBBY', 'BRK_B', 'BBY', 'BLX', 'HRB', 'BA', 'BWA', 'BXP', 'BMY', 'BRCM', 'BF-B', 'CHRW', 'CA', 'CVC', 'COG', 'CAM', 'CPB', 'COF', 'CAH', 'HSIC', 'KMX', 'CCL', 'CAT', 'CBG', 'CBS', 'CELG', 'CNP', 'CTL', 'CERN', 'CF', 'SCHW', 'CHK', 'CVX', 'CMG', 'CB', 'CI', 'XEC', 'CINF', 'CTAS', 'CSCO', 'C', 'CTXS', 'CLX', 'CME', 'CMS', 'COH', 'KO', 'CCE', 'CTSH', 'CL', 'CMCSA', 'CMA', 'CSC', 'CAG', 'COP', 'CNX', 'ED', 'STZ', 'GLW', 'COST', 'CCI', 'CSX', 'CMI', 'CVS', 'DHI', 'DHR', 'DRI', 'DVA', 'DE', 'DLPH', 'DAL', 'XRAY', 'DVN', 'DO', 'DTV', 'DFS', 'DISCA', 'DISCK', 'DG', 'DLTR', 'D', 'DOV', 'DOW', 'DPS', 'DTE', 'DD', 'DUK', 'DNB', 'ETFC', 'EMN', 'ETN', 'EBAY', 'ECL', 'EIX', 'EW', 'EA', 'EMC', 'EMR', 'ENDP', 'ESV', 'ETR', 'EOG', 'EQT', 'EFX', 'EQIX', 'EQR', 'ESS', 'EL', 'ES', 'EXC', 'EXPE', 'EXPD', 'ESRX', 'XOM', 'FFIV', 'FB', 'FAST', 'FDX', 'FIS', 'FITB', 'FSLR', 'FE', 'FLIR', 'FLS', 'FLR', 'FMC', 'FTI', 'F', 'FOSL', 'BEN', 'FCX', 'FTR', 'GME', 'GPS', 'GRMN', 'GD', 'GE', 'GGP', 'GIS', 'GM', 'GPC', 'GNW', 'GILD', 'GS', 'GT', 'GOOG', 'GWW', 'HAL', 'HBI', 'HOG', 'HAR', 'HRS', 'HIG', 'HAS', 'HCA', 'HCP', 'HCN', 'HP', 'HES', 'HPQ', 'HD', 'HON', 'HRL', 'HSP', 'HST', 'HCBK', 'HUM', 'HBAN', 'ITW', 'IR', 'INTC', 'ICE', 'IBM', 'IP', 'IPG', 'IFF', 'INTU', 'ISRG', 'IVZ', 'IRM', 'JEC', 'JBHT', 'JNJ', 'JCI', 'JOY', 'JPM')  

        context.stocks_2 = symbols('JNPR', 'KSU', 'K', 'KEY', 'GMCR', 'KMB', 'KIM', 'KMI', 'KLAC', 'KSS', 'KRFT', 'KR', 'LB', 'LLL', 'LH', 'LRCX', 'LM', 'LEG', 'LEN', 'LVLT', 'LUK', 'LLY', 'LNC', 'LLTC', 'LMT', 'L', 'LOW', 'LYB', 'MTB', 'MAC', 'M', 'MNK', 'MRO', 'MPC', 'MAR', 'MMC', 'MLM', 'MAS', 'MA', 'MAT', 'MKC', 'MCD', 'MHFI', 'MCK', 'MJN', 'MMV', 'MDT', 'MRK', 'MET', 'KORS', 'MCHP', 'MU', 'MSFT', 'MHK', 'TAP', 'MDLZ', 'MON', 'MNST', 'MCO', 'MS', 'MOS', 'MSI', 'MUR', 'MYL', 'NDAQ', 'NOV', 'NAVI', 'NTAP', 'NFLX', 'NWL', 'NFX', 'NEM', 'NWSA', 'NEE', 'NLSN', 'NKE', 'NI', 'NE', 'NBL', 'JWN', 'NSC', 'NTRS', 'NOC', 'NRG', 'NUE', 'NVDA', 'ORLY', 'OXY', 'OMC', 'OKE', 'ORCL', 'OI', 'PCAR', 'PLL', 'PH', 'PDCO', 'PAYX', 'PNR', 'PBCT', 'POM', 'PEP', 'PKI', 'PRGO', 'PFE', 'PCG', 'PM', 'PSX', 'PNW', 'PXD', 'PBI', 'PCL', 'PNC', 'RL', 'PPG', 'PPL', 'PX', 'PCP', 'PCLN', 'PFG', 'PG', 'PGR', 'PLD', 'PRU', 'PEG', 'PSA', 'PHM', 'PVH', 'QRVO', 'PWR', 'QCOM', 'DGX', 'RRC', 'RTN', 'O', 'RHT', 'REGN', 'RF', 'RSG', 'RAI', 'RHI', 'ROK', 'COL', 'ROP', 'ROST', 'R', 'CRM', 'SNDK', 'SCG', 'SLB', 'SNI', 'STX', 'SEE', 'SRE', 'SHW', 'SIAL', 'SPG', 'SWKS', 'SLG', 'SJM', 'SNA', 'SO', 'LUV', 'SWN', 'SE', 'STJ', 'SWK', 'SPLS', 'SBUX', 'HOT', 'STT', 'SRCL', 'SYK', 'STI', 'SYMC', 'SYY', 'TROW', 'TGT', 'TEL', 'TE', 'TGNA', 'THC', 'TDC', 'TSO', 'TXN', 'TXT', 'HSY', 'TRV', 'TMO', 'TIF', 'TWX', 'TWC', 'TMK', 'TSS', 'TSCO', 'RIG', 'TRIP', 'FOXA', 'TSN', 'TYC', 'UA', 'UNP', 'UNH', 'UPS', 'URI', 'UTX', 'UHS', 'UNM', 'URBN', 'VFC', 'VLO', 'VAR', 'VTR', 'VRSN', 'VZ', 'VRTX', 'VIAB', 'V', 'VNO', 'VMC', 'WMT', 'WBA', 'DIS', 'WM', 'WAT', 'ANTM', 'WFC', 'WDC', 'WU', 'WY', 'WHR', 'WFM', 'WMB', 'WEC', 'WYN', 'WYNN', 'XEL', 'XRX', 'XLNX', 'XL', 'XYL', 'YHOO', 'YUM', 'ZBH', 'ZION', 'ZTS')


def handle_data(context, data):  
    for stock in context.stocks_1:  
        O = data.history(252, '252d', 'open_price')[stock]  
        H = data.history(252, '252d', 'high')[stock]  
        L = data.history(252, '252d', 'low')[stock]  
        C = data.history(252, '252d', 'close_price')[stock]  

        return (O, H, L, C) [stock]  

    for stock in context.stocks_2:  
        O = data.history(252, '252d', 'open_price')[stock]  
        H = data.history(252, '252d', 'high')[stock]  
        L = data.history(252, '252d', 'low')[stock]  
        C = data.history(252, '252d', 'close_price')[stock]  

        return (O, H, L, C) [stock]
2 responses
Dan Whitnable

One issue is your 'data.history' code 


data.history(252, '252d', 'open_price')[stock]

Like the error says... the assets argument (ie the first parameter) should be a security or list of securities. Not sure what you are trying to do but the number 252 isn't a security and is causing the error. Take a look at the documentation https://www.quantopian.com/help#api-data-history. Maybe should be something like this.

data.history(context.stocks_1, 'open', 252, '1d')
William Stevens

Thank you so much for responding Dan - it ended up working. Thank You!!

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