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chrism2671 / PyTrendFollow

PyTrendFollow - systematic futures trading using trend following
MIT License
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Exception: No price data for symbol: eurostoxx (spot) #1

Open cwengc opened 6 years ago

cwengc commented 6 years ago

On scheduling and after downloading data, File "C:/Code/PyTrendFollow-master\trading\rules.py", line 54, in carry_spot f = inst.spot() - inst.market_price().reset_index('contract', drop=True) File "C:/Code/PyTrendFollow-master\core\spot.py", line 36, in get raise Exception("No price data for symbol: %s" % self) Exception: No price data for symbol: eurostoxx (spot)

ka-petrov commented 6 years ago

Eurostoxx has an underlying spot price that is used for computing the carry_spot trading rule. Apparently the data for this spot price has not been downloaded. If you're using Interactive Brokers as the data source, you probably should check if you have the data subscription for eurostoxx spot index.

Please inform us if you're sure you have the price data and the error still occurs.

ka-petrov commented 6 years ago

We've disabled symbols that require Interactive Brokers and don't have Quandl alternative, so this issue should no longer occur if you use Quandl.

chrism2671 commented 6 years ago

@cwengc can you confirm this works for you now so I can close the issue?