Back to Community
Exception when adding other contracts to Futures Trend Follow sample

Why does adding either Rough Rice (RR), Eurodollar (EL) or RBOB Gasoline (XB) to the sample trend follow generates an exception? If I remove them, the exception still appears later in the backtest.

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 59117f966b8869656be51c69
There was a runtime error.
1 response

Hi Miguel,

The issue here is that some of these contracts don't have data all the way back to 2002. I posted about the data that we have for each future which you might find helpful. Unfortunately, data.can_trade raises an exception when the continuous future doesn't map to a current contract (returns None). We're going to do some work to improve the behavior around this edge case.

For now, you can modify your if statement on line 96 to this:
if future_contract is not None and data.can_trade(future_contract) and future_contract not in open_orders:

Sorry for the confusion.


The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.