Backtest Handled Error: No data loaded for ABFS R735QTJ8XC9X

Here are the issues identified in your code snippets and suggestions to resolve them:

1. OnData Method:

   • Error Handling: The Exception class should be derived from BaseException. However, this is a minor issue and not directly related to your problem. Ensure that your logging mechanism is correctly set up.

   def OnData(self, data):
       if self.IsWarmingUp or not self.warmUpCompleted:
           return
   
       if not data:
           self.log("No data available for this slice")
           return            
   
       try:
           if data.ContainsKey("ABFS"): 
               return
       except BaseException as e:
           self.logger.log(f"Error processing data for ABFS: {str(e)}")
   

2. CoarseSelectionFunction:

   • Undefined psutil: It seems like psutil is not imported. If you need to track memory usage, ensure you import psutil at the beginning of your script.
   • Undefined params: Ensure that params is defined and accessible within the scope of CoarseSelectionFunction. You might need to define params as a class attribute or pass it as an argument.

   import psutil
   
   def CoarseSelectionFunction(self, coarse):       
       trading_date = self.algorithm.Time.strftime('%Y-%m-%d')  # Get the trading day in 'YYYY-MM-DD' format
   
       # Track memory usage before selection
       process = psutil.Process()
       memory_before = process.memory_info().rss / (1024 * 1024)  # Convert to MB
   
       selected: List[str] = []
       for stock in coarse:            
           if stock.Symbol.Value != 'ABFS' and stock.HasFundamentalData and stock.Price > self.params.PRICE_THRESHOLD and stock.DollarVolume > self.params.DOLLAR_VOLUME_THRESHOLD:
               selected.append(stock.Symbol)
   

Additional Suggestions:

• Check Initialization: Ensure that "ABFS" is not being added in the initialize method or any other part of your algorithm.
• Universe Selection: Double-check any universe selection logic to ensure "ABFS" is not being inadvertently included.
• Logging: Add logging statements to trace where "ABFS" might be getting included or referenced in your algorithm.

If the issue persists, consider reviewing the full algorithm to identify any other areas where "ABFS" might be referenced or added.

Sources: Accrual Anomaly, Coarse Fine Fundamental Combo Algorithm, Debugging - QuantConnect.com, Coarse Fundamental Top3 Algorithm, Momentum And Reversal Combined With Volatility Effect In Stocks

How to make sure algorithm to continue despite this below error

Backtest Handled Error: No data loaded for ALB R735QTJ8XC9X because there were no tradeable dates for this security.

Hi Dharmesh

Make sure you subscribe on ALB's data using “self.add_equity” method.

BestLouis