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Hi all,
I'm trying to view history for all historical data for every security in my universe - I feel like I'm very close to understanding how this works, or should work, but my object self.df is empty. If anyone has suggestions for how I'm misunderstanding the symbols in the universe that would be very helpful :)
Lucas
Hi William
When running the algorithm, the method “initialize" will only be run once, when the algorithm starts up first. This mean that the CoarseFilterFunction has not been executed, and therefore there is no active securities. You can debug the code, and see that self.u_symbols is just a empty list. You can do the following
Have a good day
Lucas
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William Tirone
Ahhhh okay okay I think that makes more sense now, you're right, I thought Initialize() was triggering every day but that makes obvious sense that it only triggers at the beginning of the algo. Thank you for the helpful response!
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.
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