Keyerror 'SAR', can't figure it out, please hlep, thanks!

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posted Jun 9, 2018

hi, all,
I'm trying to add a list to context object as context.SAR to store the last number from ta_sar. when I run the code, I kept getting "run time error, key error 'SAR' ".
I just can't figure it out, can some one shed a light on it?
many thanks!

def SAR_handling(context, data):
global c

H = data.history(context.stock,'high', 20, '1d').dropna()  
L = data.history(context.stock,'low', 20, '1d').dropna()  


ta_sar = talib.SAR(H, L, acceleration=0.02, maximum=0.2)  
context.SAR[c]=ta_sar[-1]  
c=c+1

3 responses

bird snw

Jun 9, 2018

I defined a global list SAR and changed the code to be:

H = data.history(context.stock,'high', 20, '1d').dropna()
L = data.history(context.stock,'low', 20, '1d').dropna()

ta_sar = talib.SAR(H, L, acceleration=0.02, maximum=0.2)
SAR.append(ta_sar[-1] )

this worked, but I still don't know why can't I attach the list to context object as context.SAR
I'm looking forward to an answer.
thanks again!

Vladimir

Jun 10, 2018

Try this:

import numpy as np  
import talib

def initialize(context):  
    schedule_function(trade, date_rules.every_day(), time_rules.market_close(minutes = 15))  
    context.SAR = [] 

def trade(context, data):  
    stock = symbol('SPY'); period = 20  

    price = data.current(stock,'price')  
    H = data.history(stock,'high', period, '1d').dropna()  
    L = data.history(stock,'low', period, '1d').dropna()

    ta_sar = talib.SAR(H, L, 0.02, 0.2)  
    # context.SAR = np.append(context.SAR, ta_sar[-1])  
    context.SAR.append(ta_sar[-1])  

    record(price = price, SAR = context.SAR[-1])

bird snw

Jun 10, 2018

it worked ! thank you Vladimir.
my problem was that i didn't declare context.SAR.
thank you for clear it our for me!

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