When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

QuantConnect Community Discussions

QUANTCONNECT COMMUNITY

Join Our Discord Channel

Join QuantConnect's Discord server for real-time support, where a vibrant community of traders and developers awaits to help you with any of your QuantConnect needs.

Draft Discussions

Bookmarked Discussions

When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

Last comment by - January 2021

When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

User is getting AttributeError when doing a History request in QuantConnect. They seek help to resolve the issue.

Share New Research

Start New Discussion Sign up

SEARCH DISCUSSIONS

360,200 Quants.

Become a Quant

VOTE FOR UPCOMING FEATURES

Share your input and vote on our future direction.

LEAN Roadmap

JOIN OUR Community MAILING LIST

Create an account on QuantConnect for the latest community delivered to your inbox.

When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

Dahui | Daniel Hui | December 2020

Hi, when doing a History request I am getting an error: $AttributeError : 'Series' object has no attribute 'volume$ . I was having some trouble earlier with some tickers giving other errors and was able to resolve them with suggestions in this post

https://www.quantconnect.com/forum/discussion/8229/object-not-callable-error-midway-in-backtest/p1

but am now having some additional problems. I attached a backtest with the offending lines commented out (lines 76 and 77, with lines 78 and 79 also being commented out as example of what I was trying to do). If anyone would know the issue it would be greatly appreciated. Thanks.

Author

Dahui

December 2020

Upvote

1 person upvoted this

Derek Melchin

QuantConnect | January 2021 |

Accepted Answer

Hi Dahui,

This error occurs because there was no trading for NOB during the time period we perform the history request. See the logs of the attached backtest for reference.

To avoid this error, we should ensure the history DataFrame has the column 'volume' before accessing $bar.volume$ . We remove the column volume if all values are zero to reduce the data frame size.

Derek Melchin

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.

Author:

December 2020

Platform

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

360,200 Quants.

VOTE FOR UPCOMING FEATURES

JOIN OUR Community MAILING LIST

IN THIS RESEARCH

PARTICIPANTS

Actions

Join QuantConnect for Free

Platform

SIGN IN

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

360,200 Quants.

VOTE FOR UPCOMING FEATURES

JOIN OUR Community MAILING LIST

IN THIS RESEARCH

PARTICIPANTS

SHARE RESEARCH

SHARE DISCUSSION

SHARE ARTICLE

SHARE

Actions

Join QuantConnect for Free