File "/Users/mikevk/git/pysystemtrade/private/test1.py", line 8, in print('Stats: {st}'.format(st=system.accounts.portfolio().percent().stats())) File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 1797, in portfolio TorF(delayfill), TorF(roundpositions))) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 1785, in _portfolio roundpositions=roundpositions) for instrument_code in instruments] File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 1785, in roundpositions=roundpositions) for instrument_code in instruments] File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 1100, in pandl_for_instrument TorF(delayfill), TorF(roundpositions))) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 1055, in _pandl_for_instrument instrument_code, roundpositions=roundpositions) File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 987, in get_buffered_position flags="roundpositions%s" % TorF(roundpositions)) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 973, in _get_buffered_position instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/account.py", line 359, in get_notional_position return self.parent.portfolio.get_notional_position(instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 346, in get_notional_position "get_notional_position", instrument_code, _get_notional_position, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 329, in _get_notional_position idm = this_stage.get_instrument_diversification_multiplier() File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 296, in get_instrument_diversification_multiplier "get_instrument_diversification_multiplier", ALL_KEYNAME, _get_instrument_div_multiplier, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 288, in _get_instrument_div_multiplier weight_ts = this_stage.get_instrument_weights().index File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 248, in get_instrument_weights "get_instrument_weights", ALL_KEYNAME, _get_instrument_weights, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 228, in _get_instrument_weights raw_instr_weights = this_stage.get_raw_instrument_weights() File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 212, in get_raw_instrument_weights "get_raw_instrument_weights", ALL_KEYNAME, _get_raw_instrument_weights, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 192, in _get_raw_instrument_weights for instrument_code in instrument_list] File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 192, in for instrument_code in instrument_list] File "/Users/mikevk/git/pysystemtrade/systems/portfolio.py", line 108, in get_subsystem_position return self.parent.positionSize.get_subsystem_position(instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 492, in get_subsystem_position 'get_subsystem_position', instrument_code, _get_subsystem_position, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 482, in _get_subsystem_position vol_scalar = this_stage.get_volatility_scalar(instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 441, in get_volatility_scalar 'get_volatility_scalar', instrument_code, _get_volatility_scalar, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 432, in _get_volatility_scalar instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 397, in get_instrument_value_vol 'get_instrument_value_vol', instrument_code, _get_instrument_value_vol, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 387, in _get_instrument_value_vol instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 352, in get_instrument_currency_vol 'get_instrument_currency_vol', instrument_code, _get_instrument_currency_vol, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 342, in _get_instrument_currency_vol daily_perc_vol = this_stage.get_price_volatility(instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 120, in get_price_volatility 'get_price_volatility', instrument_code, _get_price_volatility, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/positionsizing.py", line 111, in _get_price_volatility instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/rawdata.py", line 233, in get_daily_percentage_volatility "daily_percentage_volatility", instrument_code, _get_daily_percentage_volatility, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/rawdata.py", line 224, in _get_daily_percentage_volatility return_vol = this_stage.daily_returns_volatility(instrument_code) File "/Users/mikevk/git/pysystemtrade/systems/rawdata.py", line 195, in daily_returns_volatility "daily_returns_volatility", instrument_code, _daily_returns_volatility, self) File "/Users/mikevk/git/pysystemtrade/systems/basesystem.py", line 635, in calc_or_cache value = func(self, instrument_code, this_stage, *args, **kwargs) File "/Users/mikevk/git/pysystemtrade/systems/rawdata.py", line 190, in _daily_returns_volatility vol = volfunction(dailyreturns, **volconfig) File "/Users/mikevk/git/pysystemtrade/syscore/algos.py", line 146, in robust_vol_calc target_col = vol_min.columns[0] File "/Users/mikevk/anaconda/lib/python3.4/site-packages/pandas/core/generic.py", line 2665, in __getattr__ return object.__getattribute__(self, name) AttributeError: 'Series' object has no attribute 'columns'