Hi, this is my first algorithm on Quantopian, so I wanted to learn as much as possible from working with the fundamental data API as well as the quantitative indicators provided by talib. Thus, I coded a simple MACD algorithm that opens a long position when MACD is positive and a short position when MACD is negative and the current share price is above the 5-day moving average. Unfortunately, during testing I ran into a number of KeyErrors regarding specific securities (which I have stored in the list 'error_stocks') that I was unable to workaround (despite attempts at debugging). What causes these KeyErrors? I initially assumed that perhaps it had to do with how order_target_percent was implemented, but after playing around with the function I realized that was probably not the case.
@Muthu C. You can either use:
for stock in data:
or include a test to ensure that the stock under test is actually in the data collection at the time of order submission:
for stock in context.fundamental_df:
if stock not in data:
continue
Also, ensure you clean up your history data...
prices = history(50, '1d', 'price').dropna()
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