How do I send Insights that replicate the algorithm's trades when I need to fill both "OnSecuritiesChanged" and "Update"?

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How do I send Insights that replicate the algorithm's trades when I need to fill both "OnSecuritiesChanged" and "Update"?

Last comment by - December 2020

How do I send Insights that replicate the algorithm's trades when I need to fill both "OnSecuritiesChanged" and "Update"?

How to send Insights that replicate algorithm's trades when both "OnSecuritiesChanged" and "Update" need to be filled?

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How do I send Insights that replicate the algorithm's trades when I need to fill both "OnSecuritiesChanged" and "Update"?

Ethan Wertlieb | December 2020

I'm having trouble transitioning a successful project into an Alpha because I cannot get it to give out any Insights during backtesting.

I just want the Alpha to emit insights exactly when the algorithm places trades, but I can't get that to work because Insights need to come from Update method, and my algorithm places trades in the OnSecuritiesChanged method. I've tried copy and pasting the trade process into the Update method, but it doesn't work because I then can't use the loop "for security in changes.AddedSecurities:" because "changes" does not work in the Update method.

Can someone help me out with this? How exactly can I get Insights to copy the algorithm when the algorithm is in "OnSecuritiesChanged" but the Insights have to come from "Update"?

And as for the feature request tag, shouldn't there be a way to have the algorithm emit insights whenever it is programmed to placed a trade with just a simple command?

Author

Ethan Wertlieb

December 2020

Upvote

Alexandre Catarino

QuantConnect | November 2019 |

Accepted Answer

Hi andrew martin czeizler ,

There are a couple of issues in the algorithm. First, it doesn't set self.week after the if-condition is not met. Also, since the averages are updated by the CoarseFundamental.AdjustedPrice, we cannot return when the if-condition is met, so we need to move it down in that method:

    def CoarseSelectionFunction(self, coarse):
        for cf in coarse:
            if cf.Symbol not in self.averages:
                self.averages[cf.Symbol] = SymbolData(cf.Symbol)

            avg = self.averages[cf.Symbol]
            avg.update(cf.EndTime, cf.AdjustedPrice)

        current_week = self.Time.isocalendar()[1]
        if  current_week == self.week:
            return Universe.Unchanged
        self.week = current_week

        values = list(filter(lambda x: x.is_uptrend, self.averages.values()))
        values.sort(key=lambda x: x.scale, reverse=True)

        return [ x.symbol for x in values[:self.coarse_count] ]

Please note that we need, at least, 300 trading days to warm up the indicators, so the StartDate-EndDate range should be greater than 300 trading days.

Vladimir INVESTOR

December 2020

Ethan Wertlieb

The best way to get help fast --> post the algorithm you're having trouble with.

Upvote

Ethan Wertlieb INVESTOR

December 2020

class MyAlphaModel:
    def OnSecuritiesChanged(self, changes, algorithm): 


        for security in changes.RemovedSecurities:

            algorithm.Liquidate(security.Symbol)


        for security in changes.AddedSecurities:
            
            
            
            if security is not algorithm.IsWarmingUp:
                FsymbolP = security.Price
        
        
                if FsymbolP > self.Fsmol.Current.Value:
                    algorithm.SetHoldings(security.Symbol, .3)
            
                if FsymbolP > self.Fsmol.Current.Value and self.Fmedium.Current.Value:
                    algorithm.SetHoldings(security.Symbol, .35)
            
                if FsymbolP > self.Fsmol.Current.Value and self.Fmedium.Current.Value and self.Flawge.Current.Value:
                    algorithm.SetHoldings(security.Symbol, .4)
               
                if FsymbolP < self.Fsmol.Current.Value and self.Fmedium.Current.Value and self.Flawge.Current.Value:
                    algorithm.Liquidate(security.Symbol)

Thank you for the quick response.

How do I get each of these trade signals to emit an Insight the same way they SetHoldings?

Upvote

Ethan Wertlieb INVESTOR

December 2020

I solved the problem. In Documentation there was a "self.EmitInsights" value, and I used this along with deleting the "MyAlphaModel" set up in Initialize, because this way It doesnt require an Update method. Now I just have to figure out why my regular algorithm with the exact same code is returning a better value than the alpha is...

Upvote

1 person upvoted this

Jack Simonson INVESTOR

March 2019

Hi Stephane,

To activate it, you need to hit CTRL+Space and then autocomplete will pop up for the current code you are writing. If this doesn't work for you, try emptying the browser cache and doing a hard refresh. This should enable autocomplete for you, and if not please let us know!

Upvote

Flame INVESTOR

Flame + Bear | March 2019

Hi Jack

Do you know how this works on mac? I can't seem to get it to work.

Thanks

Upvote

Jack Simonson INVESTOR

March 2019

It should work the same on a Mac. Try a hard refresh, emptying the cache in your browser, and making sure the LEAN engine running in the cloud is the most recent version. If this still doesn't work, let us know and we'll try to pinpoint the issue!

Upvote

Bjorn INVESTOR

April 2019

Anyone got this to work on Mac?
I cleared the browser-cache but "CTRL + Space" is not triggering an In-Browser Python Autocomplete (Firefox 64.0.2 (64-Bit) + Chome Version 73.0.3683.103).
Am i missing something?

Upvote

Flame INVESTOR

Flame + Bear | April 2019

I haven’t been able to get it to work

Upvote

Link Liang INVESTOR

April 2019

Hi Mac users,

Autocomplete in python is now available on MacOS! Please try it out by CTRL+Space and give us more feedback!

Upvote

Barry LAM INVESTOR

May 2019

Autocomplete in Python available now??

I tried clean my browser cache and the autocomplete does not work.

Browser : chrome (Version 74.0.3729.157 (Official Build) (64-bit))

OS :Window 7 pro

Upvote

Link Liang INVESTOR

May 2019

Hi Barry,

Could you try to type "self." in a python algorithm and then hit CTRL+SPACE? There should be a list of methods pop up. If it still does not work for you, please let us know and we will be happy to assist you.

Upvote

Barry LAM INVESTOR

May 2019

Hi Link,

I found out the reason. As my company have more than one input language, when i press "CTRL+SPACE", the function is to change the keyboard input language. So, the autocomplete does not work.

For the people have this problem, you can change the "hot key for input language' in "Advanced key setting"

Thanks for your help.

Upvote

Sergei Laptenok INVESTOR

September 2019

I'm using Mac, Chrome Version 76.0.3809.132 (Official Build) (64-bit). Autocomplete is painfully inconsistent. Sometimes it works, sometimes it doesn't, couldn't find any apparent pattern yet. Also, 1) when it does, it doesn't show all possible choices, 2) API hint looks to be C#

Upvote

Sergei Laptenok INVESTOR

September 2019

Looks like I found the pattern: autocompete works only when the algorithm is built. So the steps are:

1) type "self."

2) wait a couple of seconds until it builds

3) hit CTRL+space

4) wait a second

5) see the list of options

Very inconvenient as is, but also the list is incomplete, as I said. E.g. I want to type self.UniverseSettings.Resolution, this is what I get (see screenshot):

Upvote

1 person upvoted this

Martin Molinero INVESTOR

QuantConnect | September 2019

Hi Sergei Laptenok,

Once the build process is triggered, autocomplete is started in parallel. The autocomplete suggestions of $self.$ do not include $self.UniverseSettings$ because we are limiting the number of suggestions for performance reasons. Triggering autocomplete on $self.U$ will present $UniverseSettings$ as an option.

Step $2) wait a couple of seconds until it builds$ should not be required because the Terminal will not build until you hit CTRL+space or the build button.

We've just pushed some backend improvements with the objective of making autocomplete suggestions available faster.

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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Upvote

Sergei Laptenok INVESTOR

September 2019

Thank you, Martin!

I might be missing something, but whenever I type anything, the Build button greys out and changes to "Building...". While it does, autocomplete doesn't respond.

Upvote

Jared Broad INVESTOR

QuantConnect | September 2019

Please send a ticket through support with your algorithm. We can try and
debug if its something specific to your strategy

Upvote

Sergei Laptenok INVESTOR

September 2019

I'm using a free account for now, trying to figure out if the platfrm is suitable for me, so ticket support is not an option. I did create a new algrithm (default template) and the behaviour is the same: build triggers every time I type anything new.

Upvote

Sherry Yang INVESTOR

September 2019

Hi Sergei,

Thanks for trying out QuantConnect!

You can definitely keep sharing your questions without purchasing a paid tier. Keep sending your thoughts to the forum and our Quant team and community members can support. You are correct that build triggers every time new code is written. Can you share a bit more about what you’d like to see in the terminal in a new thread?

Thanks!
Sherry

Upvote

Derek Melchin INVESTOR

QuantConnect | December 2020

Hi Aadarsh,

Autocomplete should work for all of the objects in our API. Follow these instructions to get it setup.

Best,
Derek Melchin

Upvote

Alberto Esteban INVESTOR

January 2021

Hello,

Autocomplete in python is not working. I tried all of the above:

tried different browsers: Edge, Chrome and Brave.
tried a different laptop, all three browsers
tried clear cache and cookies. still not working.

Im just getting started, and if autocomplete doesnt work, I woun't be able to get much done. At all.

Upvote

2 people upvoted this

Dirk Steyn INVESTOR

January 2021

Hi autocomplete also not working for me (on Crome)

follow all the instruction above.

Please help,

Dirk

Upvote

2 people upvoted this

Pierre Guilet INVESTOR

February 2021

Hi,

I have the same problem with python. CTRL+space launch the build but no popup. It does not work in firefox and edge without any adblock. And nothing is attributed tro ctrl+space. And option is activated. I have set up autocomplete in my local environment but it would be nice to have it in browser too.

Regards

Upvote

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