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order_target_percent error

For the attached backtest, if I use order_target_percent instead of order I get the error:

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Cannot order CPSH on 2011-01-04 15:30:00+00:00 as there is no last price for the security. Try using data.can_trade to check whether an asset is delisted.
There was a runtime error on line 42.

However, I thought that if the security list is generated by pipeline, which it is in this case, this problem would not occur (since pipeline does not admit securities if they have no prior prices).

2 responses

I agree, the error should not occur in this situation.

That looks like a data bug. I did some debugging and CPSH comes up as sid #1820, but #1820 is CPSX. I wrote the bug and sent it over to the dev team to look at.

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Thanks. I thought maybe I wasn't following the Q2 guidance and/or had used pipeline incorrectly.