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def OnEndOfDay(self):
self.Debug("END OF DAY")
Runtime Error: A data subscription for type 'List`1' was not found. (Open Stacktrace)
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Michael Manus
hmm you did not go through the list of securities/assets. It sounds like you would subscribe not to stocks but to the list1 itself.
check the "def Initialize(self):" method how you subscribe to data/stocks...
from the MultipleSymbolConsolidationAlgorithm starting at line 53 from here:
code snippet:
# Contains all of our equity symbols EquitySymbols = ["AAPL","SPY","IBM"] # Contains all of our forex symbols ForexSymbols =["EURUSD", "USDJPY", "EURGBP", "EURCHF", "USDCAD", "USDCHF", "AUDUSD","NZDUSD"]# initialize our equity data for symbol in EquitySymbols: equity = self.AddEquity(symbol) self.Data[symbol] = SymbolData(equity.Symbol, BarPeriod, RollingWindowSize) # initialize our forex data for symbol in ForexSymbols: forex = self.AddForex(symbol) self.Data[symbol] = SymbolData(forex.Symbol, BarPeriod, RollingWindowSize)The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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