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I made some local changes to shared Python files in the Library folder but when I run ≤ancloudpush it does not push those changes and when I run ≤ancloudpush--projectLibrary, I get an error that Library is not a Lean project.
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Hi Miguel,
The "Is this necessary?" comment was just accidentally left behind during development of the backtest above. The comment can be removed. Calling Liquidate does sell the positions in the portfolio.
In regards to the data normalization error, the underlying issue is that the security∈itializer is only called once, when a security is created. When a security is added/removed to/from the universe, we don't delete the security, we only add/remove data subscriptions, which are created by using the UniverseSe∈gs properties. Therefore, to resolve the data normalization error, we should remove
if security.Type == SecurityType.Equity:
security.SetDataNormalizationMode(DataNormalizationMode.Raw)from the security∈itializer and instead add
self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.RawSee the attached backtest for reference.
Best,
Derek Melchin
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