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During the algorithm initialization, the following exception has occurred: ArgumentException : Unable to locate exchange hours for Base-empty-[*]
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, System.String symbol, QuantConnect.SecurityType securityType) [0x00073] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, QuantConnect.Symbol symbol, QuantConnect.SecurityType securityType) [0x00009] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.SecurityManager.CreateSecurity (QuantConnect.Securities.SecurityPortfolioManager securityPortfolioManager, QuantConnect.Data.SubscriptionManager subscriptionManager, QuantConnect.Securities.MarketHoursDatabase marketHoursDatabase, QuantConnect.Securities.SymbolPropertiesDatabase symbolPropertiesDatabase, QuantConnect.Securities.ISecurityInitializer securityInitializer, QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage, System.Boolean extendedMarketHours, System.Boolean isInternalFeed, System.Boolean isCustomData, System.Boolean isLiveMode, System.Boolean addToSymbolCache) [0x00024] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Algorithm.QCAlgorithm.AddFutureContract (QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage) [0x0002d] in <e2b4844fe7074f15aa37f72bb91759f0>:0
at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <2e7c1c96edae44d496118948ca617c11>:0
at Initialize in main.py:line 18
ArgumentException : Unable to locate exchange hours for Base-empty-[*]
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, System.String symbol, QuantConnect.SecurityType securityType) [0x00073] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.MarketHoursDatabase.GetEntry (System.String market, QuantConnect.Symbol symbol, QuantConnect.SecurityType securityType) [0x00009] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Securities.SecurityManager.CreateSecurity (QuantConnect.Securities.SecurityPortfolioManager securityPortfolioManager, QuantConnect.Data.SubscriptionManager subscriptionManager, QuantConnect.Securities.MarketHoursDatabase marketHoursDatabase, QuantConnect.Securities.SymbolPropertiesDatabase symbolPropertiesDatabase, QuantConnect.Securities.ISecurityInitializer securityInitializer, QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage, System.Boolean extendedMarketHours, System.Boolean isInternalFeed, System.Boolean isCustomData, System.Boolean isLiveMode, System.Boolean addToSymbolCache) [0x00024] in <81ef2e23b9484204a306f48b708f2b82>:0
at QuantConnect.Algorithm.QCAlgorithm.AddFutureContract (QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillDataForward, System.Decimal leverage) [0x0002d] in <e2b4844fe7074f15aa37f72bb91759f0>:0
at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <2e7c1c96edae44d496118948ca617c11>:0
It says something about not finding something in initialize. Here's my Initialize function:
def Initialize(self):
self.SetStartDate(2009,1,2) #Set Start Date
self.SetEndDate(2018,7,26) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
Tbond = self.AddFutureContract("ZB", Resolution.Second, True, 9)
Tbond = self.AddSecurity(SecurityType.Future, "ZB", Resolution.Second, True, 9)
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
Gurumeher Sawhney
The reason why this error occurred was because of the following line. This method call required a Symbol object and was passed a string.
Tbond = self.AddFutureContract("ZB", Resolution.Second, True, 9)
This documentation is a good guide for adding and using future data. Adding "ZB" is as easy as this:
Tbond = self.AddFuture("ZB")
Kj5159
Thank you. I read this part in the documentation:
// Complete Add Future API - Including Default Parameters: AddFuture(string symbol, Resolution resolution = Resolution.Minute, string market = null, bool fillDataForward = true, decimal leverage = 0m) I thought first line where it says AddFuture(string symbol,...) meant it had to be in string form. How would I add ZB in the format I had it in? I'd like to define the leverage and resolution as well.Kj5159
In the format: self.AddFuture(Futures.Indices.SP500EMini, Resolution.Minute), what is the "category", where "Indices" is for ES, but for ZB? I've tried "Rates", "Financials", and "InterestRates"...Not sure what else to try and plug in. Any help would be appreciated.
Alex Muci
@Kj5159 it should be self.AddFuture(Futures.Financials.Y30TreasuryBond, Resolution.Minute)
see
Kj5159
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