Hello,
I'm trying to use a local instance of LEAN to plot a Chart and I got this console red error:
20170725 10:33:02 Error:: QuoteBar.ParseTradeAsQuoteBar(): Data formatted as Trade when Quote format was expected. Support for this will disappear June 2017.
This is the code:
using System;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
namespace QuantConnect.Algorithm.Examples
{
public class CustomChartingAlgorithm : QCAlgorithm
{
decimal lastOpenPrice = 0;
decimal lastClosePrice = 0;
ExponentialMovingAverage EMAFast;
ExponentialMovingAverage EMASlow;
DateTime startDate = new DateTime(2017, 7, 1);
DateTime endDate = new DateTime(2017, 7, 18);
public override void Initialize()
{
SetStartDate(startDate);
SetEndDate(endDate);
SetCash(100000);
AddForex("EURUSD", Resolution.Hour);
Chart stockPlot = new Chart("Trade Plot");
Series assetOpenPrice = new Series("Open", SeriesType.Scatter, 0);
Series assetClosePrice = new Series("Close", SeriesType.Scatter, 0);
Series fastMA = new Series("FastMA", SeriesType.Line, 0);
Series slowMA = new Series("SlowMA", SeriesType.Line, 0);
EMAFast = EMA("EURUSD", 9);
EMASlow = EMA("EURUSD", 90);
stockPlot.AddSeries(assetOpenPrice);
stockPlot.AddSeries(assetClosePrice);
stockPlot.AddSeries(fastMA);
stockPlot.AddSeries(slowMA);
AddChart(stockPlot);
}
public void OnData(QuoteBars data)
{
if (!Portfolio.HoldStock)
{
SetHoldings("EURUSD", 10);
}
lastOpenPrice = data["EURUSD"].Open;
lastClosePrice = data["EURUSD"].Close;
Plot("Trade Plot", "Open", lastOpenPrice);
Plot("Trade Plot", "Close", lastClosePrice);
if (EMASlow.IsReady)
{
Plot("Trade Plot", "FastMA", EMAFast);
Plot("Trade Plot", "SlowMA", EMASlow);
}
}
}
}
In the video below it is possible to see what happens when running.
Any help is much appreciated.
Cheers.
Andrestone
^^^^^^^^^^^^ The video first shows what happens when running on minute resolution (which works) and then tries it at Hour resolution.
Alexandre Catarino
We couldn't reproduce the issue.
Did you verify your data file? That is how one line should look like:
20170702 14:00,1.14144,1.14214,1.14123,1.14144,0,1.14261,1.14279,1.14181,1.1426,0
Andrestone
Local file was corrupt somehow, I just deleted the file and it worked.
Thanks.
Andrestone
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