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This question is related to here. I am facing the same error when my algorithm trading through IB. Following is part of the order execution source code I am using. I would like to ask how to keep my algorithm running? Whcih dictionary should I check before sending limited order so that I can avoid the exception and keep my algorithm running? Thanks.
try:
if not self.ActiveSecurities.ContainsKey(symbol): return
quantity = self.CalculateOrderQuantity(symbol, weight)
self.LimitOrder(symbol, quantity, self.Securities[symbol].Price)
self.Log("Symbol: {} Price: {}".format(symbol, self.Securities[symbol].Price))
except Exception as e:
self.Log("Exception: {}".format(e))
I have already checked the self.ActiveSecurities dictionary, and I am using try catch. I would like to ask what else is missing? Thanks
Derek Melchin
Hi Ka Ho Cheung,
We need more information to understand the issue. Please contact support@quantconnect.com with the live deployment attached.
Best,
Derek Melchin
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Ka Ho Cheung
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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