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KeyError: AssetExists() when using RollingLinearRegressionOfReturns
Edward Kim
edited
Seeking Help Getting Started Statistics Pipeline numpy/pandas

UPDATE:
I couldn't figure out why I was getting this error, but for some reason, it's attached to the beta value from RollingLinearRegressionOfReturns. I got my alpha value (regressioon.alpha) from this factor, but to get beta values, I used SimpleBeta. It worked fine after that.

=====================

I posted the notebook but the error occurs when we transport it to the algorithm.

I get a KeyError: AssetExists() on the line when I try to get the pipeline output. I'll paste a portion of my code below:

context.output = pipeline_output('my_pipeline')
beta_mult = 7
alpha_mult = 3
rank = []
. . .

The bolded line is where I get my error. I'm not sure why it's not working, because it worked fine in the notebook. Could someone explain this error to me?

1 response
Blue Seahawk

Is that ok with QTradableStocksUS instead? reference

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