Sometimes the algorithms doesn't see bar properties. And I recieve an Attribute Error.
This is my code:

import numpy as np from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Securities import * from datetime import timedelta from decimal import * class Exeption_Example(QCAlgorithm): def Initialize(self): self.SetStartDate(2017,06,07) #Set Start Date self.SetEndDate(2017,10,11) #Set End Date self.SetCash(100000) #Set Strategy Cash future = self.AddFuture(Futures.Metals.Gold, Resolution.Minute) future.SetFilter(timedelta(0), timedelta(182)) self.FutureSymbol = future.Symbol; self.exeption_count = 0 self.non_exeption_count = 0 self.no_contract_count = 0 self.minute_count = 0 def OnData(self, slice): self.minute_count += 1 for chain in slice.FutureChains: contracts = filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value) if len(contracts) == 0: self.no_contract_count += 1 continue else: self.front = sorted(contracts, key = lambda x: x.Expiry, reverse=True)[0] bar = slice[self.front.Symbol] try: bar.High # try if bar.High is defined except AttributeError: self.exeption_count += 1 # if bar "list" has no "High" attribute else: self.non_exeption_count += 1 # if "bar" list has "High" attribute if self.minute_count % (1440*5) == 0: # print exeption review ones a week self.print_exeption_review() def print_exeption_review(self): self.Log("No contract count " + str(self.no_contract_count)) self.Log("Exeption count " + str(self.exeption_count)) self.Log("No exeption count " + str(self.non_exeption_count)) self.Log("__________________________")

There is the last log message after four month backtest:

2017-10-10 15:41:00 No contract count 19
2017-10-10 15:41:00 Exeption count 43924
2017-10-10 15:41:00 No exeption count 78457
2017-10-10 15:41:00 __________________________

Look, there is more then half exeptions for the whole backtest. What I am doing wrong?