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Lumiwealth / lumibot

Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more
GNU General Public License v3.0
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Screener strategy not working in live mode #18

Closed grzesir closed 3 years ago

grzesir commented 3 years ago

Here is the result of running the strategy:

(base) Roberts-MBP:alpaca-bots robertgrzesik$ python main.py screener -l
2021-01-05 14:15:19,727: INFO: Strategy Screener: Executing the initialize lifecycle method
2021-01-05 14:15:20,045: INFO: Strategy Screener: Executing the before_starting_trading lifecycle method
2021-01-05 14:15:20,046: WARNING: Strategy Screener: sell all
2021-01-05 14:15:20,083: INFO: Strategy Screener: Executing the on_trading_iteration lifecycle method
2021-01-05 14:15:20,084: INFO: Strategy Screener: Porfolio value of 40000
2021-01-05 14:15:20,084: INFO: Requesting asset bars from alpaca API
2021-01-05 14:15:24,496: INFO: Note: NumExpr detected 12 cores but "NUMEXPR_MAX_THREADS" not set, so enforcing safe limit of 8.
2021-01-05 14:15:24,497: INFO: NumExpr defaulting to 8 threads.
2021-01-05 14:16:17,100: INFO: Selecting best positions
2021-01-05 14:16:17,105: ERROR: index -1 is out of bounds for axis 0 with size 0
2021-01-05 14:16:17,110: ERROR: Traceback (most recent call last):
  File "/Users/robertgrzesik/Development/alpaca-bots/strategies/strategy.py", line 523, in run
    self._run_trading_session()
  File "/Users/robertgrzesik/Development/alpaca-bots/strategies/strategy.py", line 482, in _run_trading_session
    self.on_trading_iteration()
  File "/Users/robertgrzesik/Development/alpaca-bots/tools/decorators.py", line 64, in func_output
    frame, result = call_function_get_frame(func_input, *args, **kwargs)
  File "/Users/robertgrzesik/Development/alpaca-bots/tools/decorators.py", line 24, in call_function_get_frame
    result = func(*args, **kwargs)
  File "/Users/robertgrzesik/Development/alpaca-bots/strategies/screener.py", line 36, in on_trading_iteration
    self.buy_winning_stocks(
  File "/Users/robertgrzesik/Development/alpaca-bots/strategies/screener.py", line 60, in buy_winning_stocks
    new_positions = self.select_assets(data, min_increase_target)
  File "/Users/robertgrzesik/Development/alpaca-bots/strategies/screener.py", line 82, in select_assets
    momentum = bars.get_momentum()
  File "/Users/robertgrzesik/Development/alpaca-bots/entities/bars.py", line 25, in get_momentum
    momentum = self.df["close"].pct_change(n_rows - 1)[-1]
  File "/Users/robertgrzesik/opt/anaconda3/lib/python3.8/site-packages/pandas/core/series.py", line 879, in __getitem__
    return self._values[key]
IndexError: index -1 is out of bounds for axis 0 with size 0

2021-01-05 14:16:17,110: WARNING: Strategy Screener: sell all
The end
SlimBeji commented 3 years ago

Strategy deleted for the time being.