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pythonloopskeyerror

Using the previous value of the loop to get previous position (n-1) instead each one giving Key Error

In Python I use a loop and in the 6th line from the end in the code attached ( Portfolio_1_4 = Portfolio_1_4 * SP1500DailyReturns.loc[n_short, 'S&P 1500 SUPER COMPOSITE - PRICE INDEX'] / SP1500DailyReturns.loc[str(Portfolio_1_4_Date_sell_short), 'S&P 1500 SUPER COMPOSITE - PRICE INDEX']) I get a Key Error. This error appears as for some dates information is not present in SP1500DailyReturns, so code cant get it for the calculation.

How could it be possible to modify my algorithm, so that when this line faces a key error, it takes the date from the previous position (n-1) in a loop?

For example date for a date, "n_short" is not present, and then the algorithm grabs data from date "n_short - 1" instead of data for a date "Portfolio_1_4_Date_sell_short" is not present and then the algorithm grabs data for the date "Portfolio_1_4_Date_sell_short -1".

Thank you!

   for n in dates: 
   n_short = n[:10]
   Date_Buy = pd.Timestamp(n) 
   Date_sell = Date_Buy + pd.Timedelta("30 days") 
   Date_buy_SP1500 = Date_sell
   Date_sell_SP1500 = Date_Buy
   if (Test_set.loc[n, '4_signals'] == 1):

     if (Portfolio_1_4_Date_sell < pd.Timestamp(Test_set.loc[n, 'feedTimestamp'])):
       Portfolio_1_4 = Portfolio_1_4 * Test_set.loc[n, 'Cumulative stock Returns over the 30 days after transaction  (22 working days)'] # For 5 days i will have to change to 5 days column later
       Test_set.loc[n, 'Portfolio_1_4'] = Portfolio_1_4
       Portfolio_1_4_Date_sell = Date_Buy + pd.Timedelta("30 days")
       Portfolio_1_4_Date_sell_short = Portfolio_1_4_Date_sell.strftime("%Y-%m-%d")
       Portfolio_2_4 = Portfolio_2_4
       Test_set.loc[n, 'Portfolio_2_4'] = Portfolio_2_4
       Portfolio_3_4 = Portfolio_3_4
       Test_set.loc[n, 'Portfolio_3_4'] = Portfolio_3_4

         
   else:
       Portfolio_1_4 = Portfolio_1_4 * SP1500DailyReturns.loc[n_short, 'S&P 1500 SUPER COMPOSITE - PRICE INDEX'] / SP1500DailyReturns.loc[Portfolio_1_4_Date_sell_short, 'S&P 1500 SUPER COMPOSITE - PRICE INDEX']
       Test_set.loc[n, 'Portfolio_1_4'] = Portfolio_1_4
       Portfolio_2_4 = Portfolio_2_4 
       Test_set.loc[n, 'Portfolio_2_4'] = Portfolio_2_4
       Portfolio_3_4 = Portfolio_3_4 
       Test_set.loc[n, 'Portfolio_3_4'] = Portfolio_3_4
Solution

  • Firstly, see how to produce a minimal reproducible example.

    You could do this via two methods. You could store the previous variable for reference in the next loop. Or you could use enumerate() to capture the index and use that to call the previous entry. Examples of both are below

    # Storing previous loop
n_old = None    # Initialising
for n in dates:
    try:
        data = n[0]
    except KeyError:
        data = n_old[0]
    n_old = n

# Using enumerate
for ii, n in enumerate(dates):
    try:
        data = n[0]
    except KeyError:
        if ii == 0:
            data = None
        else:
            data = dates[ii-1][0]