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revisiting an old HFT strategy

Hi guys,

Can someone help me with the following error? I am looking to add quantopian's continuous futures but first I need to de-bug.

Thank you in advance.

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AssertionError: Number of Block dimensions (1) must equal number of axes (2)
There was a runtime error on line 153.

2 responses

Hi,

The error occurs inside your before_close function, when you try to transpose calendar.open_and_closes.

Have you tried using schedule_function instead to specify the time/date frequency at which you want functions to execute? You can find an example in lesson 7 from the Getting Started tutorial.

I hope this helps.

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Ernesto - thank you for this, all sorted now