Hello, My Live Algorithm was running fine on a live node and I have been running it on and off for a couple of months now. I stopped the algo and restarted it without changing any code and I have been getting a runtime error:

 During the algorithm initialization, the following exception has occurred: Error getting cash balance from brokerage: An item with the same key has already been added. Key: XXBTAn item with the same key has already been added. Key: XXBT in BrokerageSetupHandler.cs:line 364 An item with the same key has already been added. Key: XXBT: StackTrace: An item with the same key has already been added. Key: XXBT in BrokerageSetupHandler.cs:line 364 An item with the same key has already been added. Key: XXBT 

I am not adding any securities called XXBT. I am only adding BTCUSD. Did anyone get this error? 

Tried redeploying several times but still same issue

  3. #region imports
  5.     using System;
  7.     using System.Collections;
  9.     using System.Collections.Generic;
  11.     using System.Linq;
  13.     using System.Globalization;
  15.     using System.Drawing;
  17.     using QuantConnect;
  19.     using QuantConnect.Algorithm.Framework;
  21.     using QuantConnect.Algorithm.Framework.Selection;
  23.     using QuantConnect.Algorithm.Framework.Alphas;
  25.     using QuantConnect.Algorithm.Framework.Portfolio;
  27.     using QuantConnect.Algorithm.Framework.Execution;
  29.     using QuantConnect.Algorithm.Framework.Risk;
  31.     using QuantConnect.Parameters;
  33.     using QuantConnect.Benchmarks;
  35.     using QuantConnect.Brokerages;
  37.     using QuantConnect.Util;
  39.     using QuantConnect.Interfaces;
  41.     using QuantConnect.Algorithm;
  43.     using QuantConnect.Indicators;
  45.     using QuantConnect.Data;
  47.     using QuantConnect.Data.Consolidators;
  49.     using QuantConnect.Data.Custom;
  51.     using QuantConnect.DataSource;
  53.     using QuantConnect.Data.Fundamental;
  55.     using QuantConnect.Data.Market;
  57.     using QuantConnect.Data.UniverseSelection;
  59.     using QuantConnect.Notifications;
  61.     using QuantConnect.Orders;
  63.     using QuantConnect.Orders.Fees;
  65.     using QuantConnect.Orders.Fills;
  67.     using QuantConnect.Orders.Slippage;
  69.     using QuantConnect.Scheduling;
  71.     using QuantConnect.Securities;
  73.     using QuantConnect.Securities.Equity;
  75.     using QuantConnect.Securities.Future;
  77.     using QuantConnect.Securities.Option;
  79.     using QuantConnect.Securities.Forex;
  81.     using QuantConnect.Securities.Crypto;  
  83.     using QuantConnect.Securities.Interfaces;
  85.     using QuantConnect.Storage;
  87.     using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
  89.     using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
  91. #endregion
  93. namespace QuantConnect.Algorithm.CSharp
  95. {
  97.     public class AlertTanParrot : QCAlgorithm
  99.     {
  103.         public override void Initialize()
  105.         {
  107.        
  109.             SetAccountCurrency("USD");
  113.  DefaultOrderProperties = new KrakenOrderProperties
  115.             {
  117.                 TimeInForce = TimeInForce.GoodTilCanceled,
  119.                 PostOnly = false,
  121.                 FeeInBase = false,
  123.                 FeeInQuote = true,
  125.                 NoMarketPriceProtection = true
  127.             };  
  129.        
  131.          //   EnableAutomaticIndicatorWarmUp = true;
  133.             try{
  135.             SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin);
  137.             }
  139.             catch(Exception x)
  141.             {
  143.                 Log("Exception During Setbrokerage Model "+ x.Message);
  145.             }
  147.            
  149.             var a = AddCrypto("BTCUSD", Resolution.Minute, Market.Kraken );
  151.             Securities["BTCUSD"].FeeModel = new KrakenFeeModel();
  153.             SetCash(100000);             //Set Strategy Cash
  155.            
  157.             var startime = new DateTime(2023,01,01);
  161.             SetStartDate(startime);
  163.             SetEndDate(2022,11,8);
  167.             SetEndDate(startime.AddDays(5)); // Set end date to last week
  171.             Portfolio.MarginCallModel = MarginCallModel.Null;
  175.             SetCash(100000);
  177.             SetStartDate(2022, 8, 11);
  179.             SetCash(100000);
  181.            
  183.        
  187.         }
  191.         /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
  193.         /// Slice object keyed by symbol containing the stock data
  195.         public override void OnData(Slice data)
  197.         {
  199.             if (!Portfolio.Invested)
  201.             {
  203.              //   SetHoldings("SPY", 0.33);
  205.            //     SetHoldings("BND", 0.33);
  207.         .//        SetHoldings("AAPL", 0.33);
  209.             }
  211.         }
  215.     }
  217. }
+ Expand

Author

Ahmed Elmiligui

February 2024