Despite added the filter criteria for specific security to exclude, I keep getting same error during the back testing. Where this is being called from. I filtered out the security from on_data and CoarseSelectionFunction

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

 

  1.  def OnData(self, data):
  2.         if self.IsWarmingUp or not self.warmUpCompleted:
  3.             return
  5.         if not data:
  6.             self.log("No data available for this slice")
  7.             return            
  9.         try:
  10.             if data.ContainsKey("ABFS"): 
  11.                 return
  12.         except Exception as e:
  13.             self.logger.log(f"Error processing data for ABFS: {str(e)}")

 

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

Author

Dharmesh Khalasi

September 2024