I'm working on a trading algorithm and encountering a KeyError while trying to access a column in a DataFrame. Specifically, I run into the error during the backtesting phase when accessing a tuned signal for a stock ticker. KeyError: 'MSFT_Tuned_Signal' Here’s the relevant part of my code: def backtest_with_risk_management(data, tickers): for ticker in tickers: for i in range(len(data)): signal = data[f'{ticker}_Tuned_Signal'].iloc # Additional logic here... It seems like the signal column ('{ticker}_Tuned_Signal') is missing from the data DataFrame for some tickers (e.g., MSFT), but I don't know why this is happening. I already applied a Kalman filter to generate the signal but the column is still not being created. What could be the possible reasons for this, and how can I ensure that the signal data is properly generated and accessible during backtesting? I applied a Kalman filter to the stock data and expected it to generate a new column in the DataFrame for each ticker (e.g., MSFT_Tuned_Signal, GOOG_Tuned_Signal). The Kalman filter seemed to run without errors, but when I attempted to access these columns in the backtesting function, I encountered a KeyError. I expected the columns to exist in the DataFrame, but they are missing for some tickers, resulting in the error. Continue reading...
