Hi everyone, I am receiving the error posted in the title. My understanding is algorithm data is pumped in according to resolution and can be passed into other methods/functions as parameters. However, I seem to get this error when passing the data into my scheduled methods/functions. Any suggestions on what could be causing this or fixes? 

  1. class PowerHourTest(QCAlgorithm):
  2.     
  3.     openingPrice = 0
  4.     tradeLock = False
  6.     def Initialize(self):
  7.         self.SetStartDate(2022, 1, 1)
  8.         self.SetEndDate(2022, 3, 18)
  9.         self.SetCash(100000)
  10.         self.ticker = "QQQ"
  11.         
  12.         self.symbol = self.AddEquity(self.ticker, Resolution.Minute).Symbol
  13.         
  14.         self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage)
  15.         
  16.         self.SetRiskManagement(TrailingStopRiskManagementModel(0.01))
  17.         
  18.         self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen(self.symbol, 1), self.OpeningBellPriceCapture)
  19.         self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(14, 0), self.PowerHourTradeExecution)
  20.         self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.BeforeMarketClose(self.symbol, 1), self.SellOnClose)
  21.         self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(23, 59), self.TradeLockReset)
  22.         
  23.     def OnData(self, data):
  24.         return
  25.         
  26.     def OpeningBellPriceCapture(self, data):
  27.         self.openingPrice = data.Bars[self.symbol].Open
  28.     
  29.     def PowerHourTradeExecution(self, data):
  30.         
  31.         if self.openingPrice == 0:
  32.             return
  33.         
  34.         self.currentPrice = data.Bars[self.symbol].Close
  35.         
  36.         if self.currentPrice - self.openingPrice < 0 and self.tradeLock is False:
  37.             self.SetHoldings(self.symbol, 1)
  38.             self.tradeLock = True
  39.         
  40.     def SellOnClose(self):
  41.         self.Liquidate
  42.             
  43.     def TradeLockReset(self):
  44.         self.openingPrice = 0
  45.         self.tradeLock = False
+ Expand

Author

James Hawkins

March 2022