Error when running portfolio_manager.py

[edoreld]

With the most recent code, I run the following command:

python3 portfolio_manager.py --is_test 1 --future_bars 90 --data_granularity_minutes 3600 --history_to_use all --apply_noise_filtering 1 --market_index QQQ --only_long 1 --eigen_portfolio_number 3 --stocks_file_path stocks/stocks.txt

Previously, this worked. Now, I get an error:

Traceback (most recent call last):
  File "portfolio_manager.py", line 37, in <module>
    main()
  File "portfolio_manager.py", line 33, in main
    eiten.run_strategies()
  File "/Users/jmartinezlago/eiten/eiten.py", line 107, in run_strategies
    historical_price_info, future_prices, symbol_names, predicted_return_vectors, returns_matrix, returns_matrix_percentages = self.load_data()
  File "/Users/jmartinezlago/eiten/eiten.py", line 95, in load_data
    self.data_dictionary[symbol]["historical_prices"])
KeyError: 'historical_prices'

[tradytics]

Let me test this today and get back. Maybe a PR broke something.

[clairvoyant]

It seems the returned keys in the self.dataEngine.collect_data_for_all_tickers
are 'historical' and 'future' not 'historical_prices' and 'future_prices'

symbol=AAPL
data= {'historical': Date Open High Low Close Volume
1 2015-09-15 28.982500 29.132500 28.605000 29.070000 173364800
2 2015-09-16 29.062500 29.135000 28.860001 29.102501 148694000
3 2015-09-17 28.915001 29.122499 28.430000 28.480000 256450400
4 2015-09-18 28.052500 28.575001 27.967501 28.362499 297141200
5 2015-09-21 28.417500 28.842501 28.415001 28.802500 200888000
... ... ... ... ... ... ...
1164 2020-04-29 71.182503 72.417503 70.972504 71.932503 137280800
1165 2020-04-30 72.489998 73.632500 72.087502 73.449997 183064000
1166 2020-05-01 71.562500 74.750000 71.462502 72.267502 240616800
1167 2020-05-04 72.292503 73.422501 71.580002 73.290001 133568000
1168 2020-05-05 73.764999 75.250000 73.614998 74.389999 147751200

[1168 rows x 6 columns], 'future': Date Open High Low Close Volume
1169 2020-05-06 75.114998 75.809998 74.717499 75.157501 142333600
1170 2020-05-07 75.805000 76.292503 75.492500 75.934998 115215200
1171 2020-05-08 76.410004 77.587502 76.072502 77.532501 134048000
1172 2020-05-11 77.025002 79.262497 76.809998 78.752502 145946400
1173 2020-05-12 79.457497 79.922501 77.727501 77.852501 162301200
... ... ... ... ... ... ...
1254 2020-09-04 120.070000 123.699997 110.889999 120.959999 332607200
1255 2020-09-08 113.949997 118.989998 112.680000 112.820000 231366600
1256 2020-09-09 117.260002 119.139999 115.260002 117.320000 176940500
1257 2020-09-10 120.360001 120.500000 112.500000 113.489998 181425600
1258 2020-09-11 114.570000 115.230003 110.029999 112.000000 176498411

[clairvoyant]

the change in the dictionary keys was introduced in commit 4a4ceeb.

commit 4a4ceeb
Date: Fri Sep 11 01:42:43 2020 -0600

Prices to dataframes

and removed a bug where 1 day of data was lost

[clairvoyant]

after changing the trivial dict key issues, it fails with index out of bound exceptions.

iterating over the commit history, the last version that finish without exceptions is

commit 8722d20

[tradytics]

Thanks for adding this info. I am going to fix the latest version and comment here again.

[tradytics]

Please try now everyone. Should be fixed now.

[clairvoyant]

Working seamlessly, on top of that I appreciate you are sharing the code. It's really useful to learn.

thanks!!!

[tradytics]

Of course, appreciate your comments. Closing this.