Key exception Error , how can i solve

• 
  '''hi i am getting a continous error 'During the algorithm initialization, the following exception has occurred: Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the close key exist in the collection and/or that collection is not empty.
    at pandas._libs.hashtable.PyObjectHashTable.get_item
    File "hashtable_class_helper.pxi" in hashtable_class_helper.pxi: line 1613
  
   KeyError : 'close'' . Please help me to solve'''
  
   

Hey blackpanther 

There are a few things here that might have to be changed.

closing_prices = self.History(["USDTUSD"], 6, Resolution.Daily)
        
        for time, row in closing_prices.loc[self.btcusd].iterrows():
            self.roc.Update(time, row["close"])

That solves the error but there are a lot of other things for example:

• The pair cant be found by QC(Note that here u can find the markets and pairs of crypto)
•  ‘usdt_price’ and self.period have no value
• Set a WarmUp for your Indicator

These are just a few things u might wanna go over your code again since there are other problems that might come up

Blackpanther

It looks like QC not ready for  USDTUSD

Try Formal Blue Shark for BTCUSD.

Hi Blackpanther,

Here is your code debugged.

1- QC started to get data for FTX/USDTUSD later than 2020-1-1.

2- You misplaced .loc[].

3- You misspelled .item() → .items().

4- usdt_price was not defined anymore (commented out).

Now you're missing a variable - self.period. I'm letting you define it. timedelta(minutes=1) I guess?

# region imports
from AlgorithmImports import *
# endregion

class CalmLightBrownKitten(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)  # Set Start Date
        self.SetEndDate(2022 , 1 , 1)
        self.SetCash(1000)  # Set Strategy Cash
        self.btcusd = self.AddCrypto("USDTUSD", Resolution.Minute , Market.FTX).Symbol
        self.SetBrokerageModel(BrokerageName.FTX, AccountType.Margin)
        self.entryPrice = 0
        self.nextEntryTime = self.Time
        

        self.roc = self.ROC(self.btcusd, 6, Resolution.Hour)
        
        

        
        # History warm up for shortcut helper SMA indicator
        closing_prices = self.History(self.btcusd, 6, Resolution.Hour).loc[self.btcusd]["close"]
        for time, price in closing_prices.items():
            self.roc.Update(time, price)
        
        self.RegisterIndicator(self.btcusd, self.roc, Resolution.Daily)

    



    def OnData(self, data):
     
     #usdt_price = data[self.btcusd].Price
     usdt_price = self.Securities[self.btcusd].Price

     #self.Log(f"Time: {self.Time}; Price: {usdt_price};")
     
     history = self.History(self.btcusd, 6, Resolution.Hour)
     
     
     if not self.Portfolio.Invested:
        if self.roc.Current.Value < -0.01:    
            if self.nextEntryTime <= self.Time:
             self.Invested = self.SetHoldings(self.btcusd, 1)
             self.Log("BUY USDTUSD @" + str(usdt_price))
             self.entryPrice = usdt_price
     
        if self.entryPrice * 0.01 < usdt_price:
            self.Liquidate()
            self.Log("SELL USDTUSD @" + str(usdt_price))

            self.nextEntryTime = self.Time + self.period

Fred

Hi , Fred i used the code which u had customized , but the problem is that the program does not match the expectation .What i wanted was when the price goes down  by -1%  then ‘buy’ and when it increases by +1% than what i had bought then ‘sell ’ .So by the  movement the i should have got 60% return on capital per month but in whole year it just gives me 0$ net profit . Guide me on this problem , and thanks for the help given at first it was really helpful  

Code is the same which u have used

from AlgorithmImports import *

# endregion



class CalmLightBrownKitten(QCAlgorithm):



    def Initialize(self):

        self.SetStartDate(2021, 1, 1)  # Set Start Date

        self.SetEndDate(2022 , 1 , 1)

        self.SetCash(1000)  # Set Strategy Cash

        self.btcusd = self.AddCrypto("USDTUSD", Resolution.Minute , Market.FTX).Symbol

        self.SetBrokerageModel(BrokerageName.FTX, AccountType.Margin)

        self.entryPrice = 0

        self.nextEntryTime = self.Time

        self.period = timedelta(minutes=1)




        self.roc = self.ROC(self.btcusd, 6, Resolution.Hour)
        
        

        
        # History warm up for shortcut helper SMA indicator
        closing_prices = self.History(self.btcusd, 6, Resolution.Hour).loc[self.btcusd]["close"]
        for time, price in closing_prices.items():
            self.roc.Update(time, price)
        
        self.RegisterIndicator(self.btcusd, self.roc, Resolution.Daily)

    



    def OnData(self, data):
     
     #usdt_price = data[self.btcusd].Price
     usdt_price = self.Securities[self.btcusd].Price

     #self.Log(f"Time: {self.Time}; Price: {usdt_price};")
     
     history = self.History(self.btcusd, 6, Resolution.Hour)
     
     
     if not self.Portfolio.Invested:
        if self.roc.Current.Value < -0.01:    
            if self.nextEntryTime <= self.Time:
             self.Invested = self.SetHoldings(self.btcusd, 1)
             self.Log("BUY USDTUSD @" + str(usdt_price))
             self.entryPrice = usdt_price
     
        if self.entryPrice * 0.01 < usdt_price:
            self.Liquidate()
            self.Log("SELL USDTUSD @" + str(usdt_price))

            self.nextEntryTime = self.Time + self.period

hi , some answers would be helpful

hi , some answers would be helpful

Blackpanther

This is another attempt to recreate your strategy and visualize Price and ROC movement.

With your setup:

when the price goes down  by -1% then ‘buy’ and when it increases by +1% than what i had bought then ‘sell’ 

‘buy’ threshold was hit only once 2020-03-13 07:40:00.

‘sell’ threshold was never hit.

You can try to play with the parameters of the strategy to make it more profitable.

so , the code works correctly but the market is not that volatile , did i get it right?will the program work as  i expected in more volatile markets?

thanks for ur help vladimir.

Blackpanther

--> the code works correctly but the market is not that volatile, did i get it right?

Yes.

--> will the program work as i expected in more volatile markets?

Try what I have already recommended to you.

If you are satisfied with my answer, please accept it and don't forget to like it.

Vladimir   hi , as u have suggested I tried the btc bot it works great . I will surely use it , can i ask u one more question. How can i trade btc in 5 min trade bar when only 30 seconds are remaining and the price is low , same with when the price is high and only 30 seconds are remaining for bar to close?

Blackpanther

Try this to get btc in 5 min trade bar.

Vladimir   what is that ? 

Hi Blackpanther,

We use the helper method to create the ROC indicator and register the indicator for updates in the given algorithm. This would result in the indicator getting updated every hour due to:
 

self.roc = self.ROC(self.btcusd, 6, Resolution.Hour)

and be updated daily due to:
 

self.RegisterIndicator(self.btcusd, self.roc, Resolution.Daily)

This would result in wrong calculation; therefore, the algorithm will not work as expected.

Best,

Varad Kabade