Object not subscriptable error when filling array with historical data

Andres Arizpe

Try this way.

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

Hi Vladimir,

Your help is very appreciated.

Using the Identiy indicator does get rid of the error message but it does not load the array with the last closing prices. I get all zero values when I print them as you can see in the attached backtest and the log:

How can i load the last closing prices into the array?

Andres Arizpe

How are you going to use self.closingPrices in your algorithm?  

Show a sample.

Andres Arizpe

-→I get all zero values when I print them as you can see in the attached backtest and the log:

Try to log closingPrices this way

def OnData(self, data: Slice):
        for symbol in self.symbols:
            self.Plot('closingPrices',  symbol, self.closingPrices[symbol].Current.Value)
            self.Log("{} symbol:{} closingPrice:{}".format(self.Time, symbol, self.closingPrices[symbol].Current.Value))

If you are satisfied with my answer on “object not subscriptable” error, please accept it.

I'll be happy to answer other your questions in another thread.

Hi Vladimir,

I use self.closingPrices to calculate how many shares to buy in my Rebalance method (see attached backtest).

The algo works but once I go live I need to wait at least until the next day (after midnight when OnData has run at least once) to buy or sell stock because otherwise I get an error when I do the number or shares calculation because self.closingPrices is zero until after midnight. So my intention is to use an historical close value to populate the array in the Initialize method to avoid this wait.

I am open to any other way you consider I might avoid this wait once I go live.

Cheers,

Andres

Andres Arizpe

We would recommend to replace on lines 80 and 91 in your last algorithm

lastPrice = self.closingPrices[added]

by

lastPrice = self.Securities[added].Price

If you are satisfied with my answer on “object not subscriptable” error, please accept it.

I'll be happy to answer other your questions in another thread.