issue with multi-instrument

[ghost]

I'd like to work with multiple instruments however even with the example that is given in the document I run into issues. Can you help me with the issue?

This is the code:

from qtpylib.algo import Algo

class BuyStockSellOil(Algo):

    def on_bar(self, instrument):

        # get instrument object
        ES = self.get_instrument('ESU2016_FUT')
        CL = self.get_instrument('CLU2016_FUT')

        # rotate holding between ES and CL
        # yes - this strategy makes no sense :)

        es_pos = ES.get_positions()
        cl_pos = CL.get_positions()

        if es_pos["position"] == 0 and cl_pos["position"] > 0:
            ES.buy(1)
            CL.exit(1)
        elif es_pos["position"] > 0 and cl_pos["position"] == 0:
            ES.exit(1)
            CL.buy(1)


if __name__ == "__main__":
    strategy = BuyStockSellOil(
        instruments = [
            ("ES", "FUT", "GLOBEX", "USD", 201609),
            ("CL", "FUT", "NYMEX", "USD", 201609)
        ],
        resolution  = "15T"
    )

    strategy.run()

This is the error I get:

python multi_inst.py
Traceback (most recent call last):
File "multi_inst.py", line 42, in
strategy.run()
File "/Users/reza/anaconda/lib/python3.5/site-packages/qtpylib/algo.py", line 284, in run
self.blotter.register(self.instruments)
File "/Users/reza/anaconda/lib/python3.5/site-packages/qtpylib/blotter.py", line 1016, in register
instruments['expiry'] = instruments['expiry'].astype(str).str.split(".")[0]
File "/Users/reza/anaconda/lib/python3.5/site-packages/pandas/core/frame.py", line 2357, in setitem
self._set_item(key, value)
File "/Users/reza/anaconda/lib/python3.5/site-packages/pandas/core/frame.py", line 2423, in _set_item
value = self._sanitize_column(key, value)
File "/Users/reza/anaconda/lib/python3.5/site-packages/pandas/core/frame.py", line 2578, in _sanitize_column
value = _sanitize_index(value, self.index, copy=False)
File "/Users/reza/anaconda/lib/python3.5/site-packages/pandas/core/series.py", line 2770, in _sanitize_index
raise ValueError('Length of values does not match length of ' 'index')
ValueError: Length of values does not match length of index

[ranaroussi]

Thanks for catching that... I fixed this issue with version 1.5.41. To upgrade, run:

$ pip install qtpylib --upgrade --no-cache-dir

LMK if that fixed the issue.

[ghost]

It fixed the issue with the example. Now I'm testing the blobber with 500+ simultaneous instruments. Thanks Ran.