Trying to get trading signal from external link, backtesting not being executed.

It looks like there are a few issues in your code that need to be addressed to get your backtest running correctly. Here are some suggestions:

1. Custom Data Class Issue: In your ADA class, you're trying to set a dictionary item with signal["Signal"] = data['Signal'], but signal is an instance of TradingSignal, which doesn't support item assignment like a dictionary. You should directly assign the value to an attribute of the signal object.

2. Custom Data Class Naming: When you add custom data with self.AddData(ADA, "ADABUSD", resolution), the first argument should be the class that handles the custom data, not a symbol string. Make sure that ADA, BTC, ETH, XRP, and EOS are classes derived from PythonData similar to your ADA class. If they are meant to be symbols, you should correct the AddData method to use the class intended for handling the custom data.

3. Incorrect Use of self.SetCash: The method self.SetCash takes either a single argument as the initial cash balance (a number) or two arguments where the first is the currency symbol as a string (e.g., "USD") and the second is the amount. In your Initialize method, you have self.SetCash("BUSD", 1000000), which seems to be an incorrect usage. If "BUSD" is meant to be the account currency, you should set the cash with just the amount self.SetCash(1000000) and set the account currency separately if needed.

4. Data Access in OnData: In the OnData method, you're trying to access data[symbol] directly, which might not work as expected with custom data. You should check if the data slice contains your custom data type. Also, self.Debug(symbol, data[symbol]) is not correctly formatted; self.Debug takes a single string argument.

5. Plotting Issue: The line self.Plot("Data Chart", self.symbol, self.Securities[self.symbol].Close) seems incorrect because self.symbol is not defined anywhere in your Algorithm1 class. You might want to iterate through your symbols and plot their data individually.

Here's a corrected snippet focusing on the custom data class and OnData method:

```python

class ADA(PythonData): def init(self): self.Signal = "" def GetSource(self, config, date, isLiveMode): url = "URL_TO_MY_DROPBOX_FOR_JSON" return SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile) def Reader(self, config, line, date, isLiveMode): if not (line.strip() and line.startswith("{")): return None try: data = json.loads(line) signal = ADA() signal.Symbol = config.Symbol signal.Time = datetime.strptime(data['Time'], "%Y-%m-%dT%H:%M:%SZ") signal.Value = 0 signal.Signal = data['Signal'] # Corrected attribute assignment return signal except ValueError: return None

def OnData(self, data): for symbol in self.symbols: if data.ContainsKey(symbol) and data[symbol] is not None: trading_signal = data[symbol].Signal if trading_signal == "buy": self.SetHoldings(symbol, 1.0 / len(self.symbols)) elif trading_signal == "sell" and self.Portfolio[symbol

It would help if you provide specific line number where this happens, it should be in the error message. But I found some other issues with your code:

self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=1440)), self.Liquidate())

here you need to remove parenthesis for self.Liquidate, like this:

self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=1440)), self.Liquidate)

Also, in the OnData handler you should put self.Plot call inside the for loop, as Mia mentions in point 5.

And check points 1, 2 and 4 from Mia's answer. 3rd point is not correct.

P.S. perhaps admins should check code formatting issue in Mia's answer.

Thank you for pointing out the corrections and additional insights, Yuri. Let's address the issues based on your feedback and clarify the points:

1. Scheduled Event Correction: As Yuri mentioned, when scheduling an event like self.Liquidate(), you should not include the parentheses. This is because you're passing the method reference to be called by the scheduler, not calling the method at the point of scheduling. Here's the corrected line:

self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=1440)), self.Liquidate)

1. Plotting Inside the Loop: To plot data for each symbol, you should indeed move the self.Plot call inside the loop where you iterate through symbols. This allows you to plot the close price for each symbol individually.

2. Clarification on self.SetCash: My previous mention of an issue with self.SetCash("BUSD", 1000000) was incorrect in the context of using Binance as the brokerage model, where "BUSD" can indeed be a valid currency symbol. I appreciate Yuri's correction on this point.

3. Custom Data and OnData Method: Ensure that your custom data classes (like ADA) are correctly defined and used. Each custom data type should have its Reader method correctly parsing the JSON data. In the OnData method, ensure you're correctly checking for the presence of data for each symbol and handling buy/sell signals as intended.

Here's a revised snippet incorporating Yuri's feedback and corrections:

# Revised OnData Method with Corrected Plotting
def OnData(self, data):
    for symbol in self.symbols:
        if data.ContainsKey(symbol) and data[symbol] is not None:
            # Corrected Debug usage
            self.Debug(f"{symbol}: {data[symbol]}")
            trading_signal = data[symbol].Signal
            if trading_signal == "buy":
                self.SetHoldings(symbol, 1.0 / len(self.symbols))
            elif trading_signal == "sell" and self.Portfolio[symbol].Invested:
                self.Liquidate(symbol)
            # Corrected Plotting inside the loop
            self.Plot("Data Chart", symbol, self.Securities[symbol].Close)

This revised code addresses the specific issues Yuri highlighted and incorporates the corrections and suggestions from both responses. Remember to ensure that your JSON data URL and the parsing logic in your custom data classes are correctly set up to match the structure of your JSON file.