I am trying to implement a Rolling Window within the SymbolData class for an ensemble of SMA's. 

Essentially each security will have a RollingWindow dict to store the results of the various lookback windows - and it is using a Dict with a RollingWindow that is causing my troubles. The error I am receiving is…

  1. During the algorithm initialization, the following exception has occurred: AttributeError : 'dict' object has no attribute 'Add'
  2.   at SmaUpdated
  3.     self.smaWindow.Add(updated)
  4.   File "main.py" in main.py:line 43
  5.  AttributeError : 'dict' object has no attribute 'Add'

And the class is below. Any help would be greatly appreciated!

  1. class SymbolData:
  2.     
  3.     def __init__(self, symbol, algorithm):
  4.         self.algorithm = algorithm
  5.         self.Symbol = symbol
  6.         self.sma = {}
  7.         self.smaWindow = {}
  9.         
  10.         
  11.         # Build an "Ensemble" of Moving averages
  12.         self.sma = algorithm.SMA(self.Symbol, 9*21, Resolution.Daily)
  13.         self.smaWindow = RollingWindow[IndicatorDataPoint](2)   
  14.         self.sma.Updated += self.SmaUpdated
  15.             
  16.     def SmaUpdated(self, sender, updated):
  17.         '''Event holder to update the fast SMA Rolling Window values'''
  18.         self.smaWindow.Add(updated)
+ Expand

Author

Mark Reeve

July 2021