KeyError: 'Crypto(BTC/USDT [3])'

Blueshift
1

I dot get why Im getting this error. Its a simple synthax error it seems



Code

Import libraries

import numpy as np

import pandas as pd

import statsmodels.api as sm

from pykalman import KalmanFilter

from numpy import log, polyfit, sqrt, std, subtract

Import blueshift libraries

from blueshift.pipeline import Pipeline

from blueshift.api import(

symbol,

order_target_percent,

schedule_function,

date_rules,

time_rules,

attach_pipeline,

pipeline_output,

get_datetime

)



def make_strategy_pipeline(context):

"""

A function to make the pipeline.

"""

pipe = Pipeline()

return pipe

def initialize(context):

context.lookback = 45

attach_pipeline(make_strategy_pipeline(context), name='strategy_pipeline')

Rebalance every day

schedule_function(rebalance,

date_rules.every_day(),

time_rules.market_open(hours=0, minutes=1))

def rebalance(context, data):

Get the pipeline results

pipeline_results = pipeline_output('strategy_pipeline')

Exclude the SPY ETF

#exclude_tickers = symbol('SPY')

Get the data for the pipeline output

try:

data = data.history(

pipeline_results.index, 'close', context.lookback, '1d')

except IndexError:

return

data.dropna(inplace=True, axis='columns')

data2 = data['Crypto(BTC/USDT [3])']

print("data2",data2.to_string())

2

​Hi Jane, 



The reason for the error is that you’re using a string. You have to use the symbol function instead. 

You can read more about this here. 



You can use the following line of code: 

data2 = data[symbol("BTC/USDT")]
print(data2)

Hope this helps!



Thanks,

Bhavika​

3

Is there a way to convert Crypto(BTC/USDT [3]) to symbol("BTC/USDT") programmatically?

4

Hi Jane,



I am not exactly clear about your requirement. Since you asked, it can be done with an if-else statement but you will have to write a method for the same. But as I said, I am not exactly sure about the need for doing the same.



Thanks,

Akshay

5

When I get the column names its like this:



Crypto(BTC/USDT [3]) 



I would like it changed to symbol("BTC/USDT")





Im wondering how to get it done programatically.

6

Hi Jane,



You can directly access the columns using symbol("BTC/USDT").



For example: 

context.long_portfolio = [symbol('BTC/USDT'), symbol('BTC/USD')]

price_data = data.history(context.long_portfolio, 'close', 10, '1d')



Let's say you have a portfolio like the one shown above. 

Though the column names when you print the price data would be displayed like Crypto(BTC/USDT [3]). But if you want to access the columns, you can do so by:



price_data[symbol('BTC/USDT')]



Hope this helps!



Thanks,

Akshay