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The strategy attached is to do rebalancing every N trading days. The idea is to use self.dayscount to count the days. When self.dayscount % N ==0, update the universe and do rebalancing. After checking the Log information, I find two issues:
(1) The first trading in Log is 2017-01-20 but I set the start date as 2017-01-01.
(2) The universe update Log messages are missing on 2017-05-22 (day 100) and 2017-11-20 (day 250).
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Louis Szeto
Hi KevinW
We've reproduced the first issue. It seems to be a missing data issue. Please refer to this thread for its fixing progress.
As per the second point, we did not reproduce that.
Best
Louis
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.
KevinW
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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