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The field "last_traded" doesn't work in data.current method
Ben Li
posted Oct 15, 2017

I tried the data.current method with 'last_traded' field, but always got an error:
TypeError: unsupported operand type(s) for *=: 'Timestamp' and 'float'

Total code of my test algorithm as below: 

def initialize(context):  
    context.sid1 = symbol('AAPL')  
def before_trading_start(context, data):  
    last = data.current(context.sid1, ['price', 'volume', 'open', 'close', 'high'])  
    print('last: ', last)  
    last_traded1 = data.current(context.sid1, 'last_traded')

And this post is created by Dan Dunn's advice. From the old one:
https://www.quantopian.com/posts/getting-an-error-i-wasnt-expecting#59df8a675fa7b4424c4afd98

Thanks for your support.

2 responses
Dan Dunn
Oct 17, 2017

It looks like you found a bug. Thank you for sharing that repro case!

One nuance is that it does work in during trading hours. It's failing when it's in before_trading_start(). I modified your code and moved it out of before_trading_starts and into a scheduled function, and now it works.

Does that give you a workaround, or are you blocked?

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Ben Li
Oct 18, 2017

Thanks for your reply, Dan!
It's not urgent for me. And It's enough with this workaround.

Thanks!

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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.