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I have an algo that uses the following and is suddenly not working. Did something change with QC or LEAN?
def Initialize(self):
self.SetSecurityInitializer(self.customSecurityInitializer)
def customSecurityInitializer(self, security):
security.SetDataNormalizationMode(DataNormalizationMode.Raw)
for bar in self.GetLastKnownPrices(security.Symbol):
security.SetMarketPrice(bar)This code has always worked just fine, but now I am getting runtime errors that certain equity assets are set to adjusted and I need to set to DataNormalizationMode.Raw
Runtime Error: ArgumentException : The underlying equity asset (SGMO) is set to Adjusted, please change this to DataNormalizationMode.Raw with the SetDataNormalization() method at QuantConnect.Algorithm.QCAlgorithm.AddOptionContract(Symbol symbol, Nullable`1 resolution, Boolean fillDataForward, Decimal leverage) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Algorithm/QCAlgorithm.cs:line 1822 at OptionsFilter self.AddOptionContract(contract in main.py: line 132I tried running the algo over dates that I know I've backtested successfully before and still get this error. FYI, I am using universes if that makes a difference.
Varad Kabade
Hi Jon Bailey,
Please add the following in the Initialize method to resolve the issue:
Best,
Varad Kabade
Jon Bailey
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