Hi, i was trying to do my algorithm with BBands, however, whenever i try to make the backtest, there was an error said "inputs are all NaN
". This was the code.
"""
This is a template algorithm on Quantopian for you to adapt and fill in.
"""
import quantopian.algorithm as algo
import talib as t
import numpy as np
import pandas as pd
def initialize(context):
"""
Called once at the start of the algorithm.
"""
# Rebalance every day, 1 hour after market open.
algo.schedule_function(
rebalance,
algo.date_rules.every_day(),
algo.time_rules.market_open(hours=1),
)
# Record tracking variables at the end of each day.
algo.schedule_function(
record_vars,
algo.date_rules.every_day(),
algo.time_rules.market_close(),
)
#PARAMETROS
context.EMA=15
context.desv=2
context.delta=0.01
context.assetVector=[sid(16841)
,sid(44692)
,sid(23709)
,sid(47833)
,sid(42950)
,sid(5061)
,sid(4922)
,sid(114)
,sid(45815)
,sid(6683)
,sid(28051)
,sid(25006)
,sid(32146)
,sid(4707)
,sid(62)
,sid(43694)
,sid(25301)
,sid(266)
,sid(300)
,sid(24)
,sid(25753)
,sid(903)
,sid(734)
,sid(754)
,sid(4151)
,sid(838)
,sid(32689)
,sid(23112)
,sid(1900)
,sid(22139)
,sid(1787)
,sid(33729)
,sid(8347)
,sid(40430)
,sid(48780)
,sid(3499)
,sid(23920)
,sid(33472)
,sid(3496)]
context.numHits=0
context.numTrades=0
context.hittingRatio=0
context.numAssetTraded=0
context.numActivos=len(context.assetVector)
context.preciosApertura=pd.Series(np.zeros(context.numActivos),
index=context.assetVector)
context.preciosActual=pd.Series(np.zeros(context.numActivos),
index=context.assetVector)
context.bbands=pd.DataFrame(np.zeros((context.numActivos,3)),
index=context.assetVector,
columns=list(['lower','middle','upper']))
def before_trading_start(context, data):
for asset in context.assetVector:
prices=data.history(asset,'close',context.EMA+1,'1d')
upperband,middleband,lowerband=t.BBANDS(prices,
timeperiod=context.EMA,
nbdevup=context.desv,
nbdevdn=context.desv)
context.bbands['upper'][asset]=upperband[-1]
context.bbands['middle'][asset]=middleband[-1]
context.bbands['lower'][asset]=lowerband[-1]
context.preciosActual[asset]=data.current(asset,'close')
if context.preciosActual[asset]<context.bbands['lower'][asset]:
print('Asset: %s,Close: %f, Upper: %f, middle: %f, lower: %f' %(asset,
context.preciosActual[asset],
context.bbands['upper'][asset],
context.bbands['middle'][asset],
context.bbands['lower'][asset]))
If anyone could tell me my mistake, that would be very helpfull.
Thanks 
