Hi,
I've ran a few backtests and came up with the following error on July 31st/August 1st 2016:
There was a runtime error.
KeyError:1074201706
Line: 189 inbefore_trading_starts
hist = data.history(context.my_futures, 'price', context.slow_ma_days, '1d')
Seems there is some missing data for the future corresponding to that Key. The backtest runs fine from Jan 1 2006 up until that date.
Anyone know how I can skip to next future if the line produces an error? The results wouldn't be perfect but at least it would complete.