I keep getting this error when I test my algorithm in daily mode:
"2003-02-27 handle_data:1204 ERROR No trade for V at 2003-02-27 00:00:00+00:00, skipping processing of bar and continuing."
What's strange is that I don't see this error when I test in minute mode. What does this mean? Why is it complaining when I choose to simply not trade at a particular bar?
Hi Samuel,
We recently launched a new feature to check if trade data exists in the algo. Securities may not trade every minute, or even every day, depending on their liquidity.
Previously, if you tried to access data for a security during a bar in which it didn't trade, your algorithm would receive a NoTradeDataAvailable error and stop. This was caused using "data[context.stock].price" or any other data attributes. We've now changed the behavior to log the information by default and continue the algo, rather than crashing the session.
The default is
set_nodata_policy(NoDataPolicy.LOG_ONLY) but if you want to stop the algo if there is data missing, you can specify this in the initialize() function. set_nodata_policy(NoDataPolicy.EXCEPTION)
The LOG_ONLY setting will display this message:
"2003-02-27 handle_data:1204 ERROR No trade for V at 2003-02-27 00:00:00+00:00, skipping processing of bar and continuing"
Regarding your daily/minutely question, are you still seeing this behavior? If so, would you mind to share your algo or sample algo publically? If not, you can message me privately and I'll take a look. I unfortunately wasn't able to reproduce the issue locally.
Cheers,
Alisa
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
