Help with system insisting on adjusted daily prices for COTTON

[TobiasAntiGravity]

Hi

After 2 days of hitting my head against the wall I am desperate for any input on a problem I am having, so asking here in case anyone can point me in the right direction:

My end goal is to run the rob_system. Right now I want to launch the system in paper trading mode.

I have gotten historical prices for almost all instruments. The instruments with missing data, have been removed from the instrument_weights section of the defaults.yaml. (the weight of the removed has been reallocated to other instruments)

When I run system.accounts.portfolio().stats() - I get the same re-occuring exception;
Exception: No adjusted daily prices for COTTON
I have tried from two different pysystemtrade repo's, on two different machines - using the same database. Both yield the same exception

I added COTTON to the ignore list in the default.yaml file - and removed any mention of COTTON in instrument_weights, forecast_div_multiplier, etc, from provided.rob_system.config.yaml.

I have tried with running both system.cache.clear() and system.cache.set_caching_off() before invocing the above mentioned code.

Nothing works - it is still asking for COTTON prices. I removed several other instruments, like BITCOIN from instrument_weights, and that seemed to remove the instruments from the calculation - but the COTTON exception, just will not go away.

Any thoughts at all would be highly welcome!

Related question;
Can't find historical data for the nymex cotton index on barchart - I just got a login, and I have read in here before that navigating barchart can be a little hard - so - anyone know if this data is available on barchart or not?

[robcarver17]

I think this is the cross sectional asset class that's causing the problem

Does COTTON appear in system.data.get_instrument_list()?

Cotton code is KG https://www.barchart.com/futures/quotes/KG*0/futures-prices
That's CME, not sure if NYMEX has one???

[robcarver17]

OK it's a bit confusing. What happens if you type system.data['COTTON'] do you get a price?

[TobiasAntiGravity]

No - I do not get a price - just an empty Series named price.

Thank you so much for replying and taking the time here Mr. Carver - I really do appreciate it!!! I have to run now - because I am accompanying my father to the hostpital - so my response to any new questions would be slow.

[robcarver17]

My guess is you have managed to somehow create an empty price entry for Cotton. Try this and see if it fixes the problem

system.data.db_futures_adjusted_prices_data._delete_adjusted_prices_without_any_warning_be_careful('COTTON')

Hope your father is okay.

[TobiasAntiGravity]

But from what you are saying I should try to delete all traces of COTTON prices from the database? (have not tried to delete anything from the database - but I have seen class methods with delete on them a plenty - so I am guessing it is doable?

[TobiasAntiGravity]

FYI - the method you gave me worked! Thank you so much!

[TobiasAntiGravity]

Ah - sorry - I thought price data was directly linked to individual contracts, and that a contracts would have to be created when price data was collected. I understand that there is a lot I do not understand. Apologies!

[mjuhanne]

You may have to delete also the multiple prices. I think I saw one of the rules use a function that gathered instrument list from available multiple prices. I have to check this though.

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On Tue, Mar 22, 2022 at 1:40 PM TobiasAntiGravity ***@***.***> wrote: But from what you are saying I should try to delete all traces of COTTON prices from the database? (have not tried to delete anything from the database - but I have seen class methods with delete on them a plenty - so I am guessing it is doable? — Reply to this email directly, view it on GitHub <#558 (reply in thread)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AC5VL22MWWYD7LOLKEUEOQ3VBGWRRANCNFSM5RKNRUUQ> . You are receiving this because you are subscribed to this thread.Message ID: <robcarver17/pysystemtrade/repo-discussions/558/comments/2414095@ github.com>

[robcarver17]

Yeah you're right I think this would be an issue with cross sectional carry