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Hi!
I try to consolidate data using 1min bars and into daily bars, all within the FX market. Then I want to implement a rule, that transactions would only be executed 1 minute after midnight. Although I think I edited the code correctly, I receive this error:
'dict' object has no attribute 'Add'
at CustomBarHandler
self.prevPrices.Add(bar)Do you know what might be the reason of it?
The code looks as follows:
# region imports
from AlgorithmImports import *
# endregion
class CustomIndexStrategy(QCAlgorithm):
def Initialize(self):
self.EURSEK = self.AddForex(self.Pair_1, Resolution.Minute, Market.Oanda).Symbol
self.Consolidate(self.EURSEK, Resolution.Daily, self.CustomBarHandler)
self.prevPrices = { symbol : RollingWindow[QuoteBar](7) for symbol in self.symbols }
def OnData(self,data):
if not (self.Time.hour == 0 and self.Time.minute == 1):
return
def CustomBarHandler(self, bar ):
self.prevPrices.Add(bar)
Sebul
Just realised that in the last line there should “QuoteBar” instead of “Bar" as im using FX data, however the error is still the same unfortunately..
I attach the edited version of code.
Nico Xenox
Hey @sebul
I made a small code that saves two values in a rolling window and enters a trade if the first value is bigger than the second. You can change the code to your preferences.
Sebul
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