Hi

So I'm trying to write an Algorythm to trade a list of stocks.  Unfortuantely I'm failing to even read in the strocks.  I can't load a backtest as it fails before completing.  Below is my code

  1. from AlgorithmImports import *
  2. import datetime
  3. from io import StringIO
  4. #import os
  5. import pandas as pd
  6. import traceback
  7. #import typing
  11. #import QuantConnect
  12. #import requests
  13. #import operator
  14. #import math
  15. #from SmartRollingWindow import *
  17. #endregion
  19. class OptimizedTransdimensionalReplicator(QCAlgorithm):
  21.     def Initialize(self):
  22.         self.SetStartDate(2020, 10, 1)  # Set Start Date
  23.         self.SetCash(100000)  # Set Strategy Cash
  24.         #tickers = ["AAPL", "MSFT", "TSLA"]
  25.                 
  26.         try:
  27.             data = StringIO(self.Download("https://www.dropbox.com/s/r1jwm0bhqsb4c02/Tips_20220304.csv?dl=0"))
  28.             self.df1 = pd.read_csv(data)
  29.             
  30.         except Exception:
  31.             ex = traceback.format_exc
  32.             print(ex)
  33.         
  34.         tickers = SelectSymbols()
  35.       #  self.symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA)]
  37.         self.SetUniverseSelection(FineFundamentalUniverseSelectionModel(self.CoarseSelectionFunction, self.FineSelectionFunction))
  38.         self.UniverseSettings.Resolution = Resolution.Daily
  41.     def SelectSymbols(self):
  42.         symbols = []
  43.       #  self.df2 = self.df1.groupby(['Symbol']).count()
  44.       #  for i in self.df2.index:
  45.       #   print(df2['Symbol'][i])
  46.       #   symbols.append(df2['Symbol'][i])
  47.       #  return symbols
  51.     def func(self,x):
  52.         return self.Securities[x].Fundamentals.ValuationRatios.NormalizedPERatio
  53.         
  54.         
  55.     def OnData(self, data):
  56.         selected = None
  57.         
  58.         
  59.     def CoarseSelectionFunction(self, coarse):
  60.         return self.symbols
  61.     
  62.     def FineSelectionFunction(self, fine):
  63.         return self.symbols
+ Expand

The Error message I get is 

During the algorithm initialization, the following exception has occurred: ParserError : Error tokenizing data. C error: Expected 1 fields in line 2, saw 2

 at pandas._libs.parsers.raise_parser_error
 File "parsers.pyx" in parsers.pyx: line 2131
ParserError : Error tokenizing data. C error: Expected 1 fields in line 3, saw 2

Author

Newoptionz

March 2022