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The field "last_traded" doesn't work in data.current method

I tried the data.current method with 'last_traded' field, but always got an error:
TypeError: unsupported operand type(s) for *=: 'Timestamp' and 'float'

Total code of my test algorithm as below:

def initialize(context):  
    context.sid1 = symbol('AAPL')  
def before_trading_start(context, data):  
    last = data.current(context.sid1, ['price', 'volume', 'open', 'close', 'high'])  
    print('last: ', last)  
    last_traded1 = data.current(context.sid1, 'last_traded')  

And this post is created by Dan Dunn's advice. From the old one:

Thanks for your support.

2 responses

It looks like you found a bug. Thank you for sharing that repro case!

One nuance is that it does work in during trading hours. It's failing when it's in before_trading_start(). I modified your code and moved it out of before_trading_starts and into a scheduled function, and now it works.

Does that give you a workaround, or are you blocked?

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: 59e6201b53f9a344f7b81771
There was a runtime error.

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Thanks for your reply, Dan!
It's not urgent for me. And It's enough with this workaround.