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NoneType runtime error
Victor Mora
posted

Hi, can anybody tell me why this code:

    price = data[context.spy].price  
    sd = data[context.spy].stddev(20)/price

give me this runtime error:
TypeError: unsupported operand type(s) for /: 'NoneType' and 'float'

4 responses
Grant Kiehne

Hello Victor,

This eliminates the error:

def initialize(context):  
    context.spy = sid(8554)  
def handle_data(context, data):  
    price = data[context.spy].price  
    std = data[context.spy].stddev(20)  
    if std != None:  
        sd = data[context.spy].stddev(20)/price

You can dig deeper, but I believe what's going on is that the stddev transform needs more than one data point, so it returns None until the backtest has progressed. Note that if you run on minute data and use the history API (see the help page), the algorithm will be "warmed up" so that you can compute the statistics based on a trailing window of data that is available at the backtest start.

Grant

Peter Cawthron

Hello Grant,

You just beat me to it:

def initialize(context):  
    context.spy = sid(8554)

def handle_data(context, data):  
    price = data[context.spy].price  
    if data[context.spy].stddev(20) == None:  
        sd = 0  
    else:  
        sd = data[context.spy].stddev(20)/price

P.

Grant Kiehne

Well, we can double-bill Quantopian for the help support! : )

Victor Mora

Thanks to both of you!

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