Brain Stock Ranking Dataset contains stocks outside of US

To address the issue Alex is facing with stocks not having an accurate price at the time of purchase, a check can be added in the OnData method to ensure that the slice contains data for the symbol before attempting to buy. This can be done using slice.ContainsKey(symbol) or slice.Contains(symbol) to confirm the Slice object has price data for the symbol before using it. Here's how you can modify the OnData method to include this check:

def OnData(self, slice: Slice) -> None:
    if self.IsWarmingUp:
        return
    if not self.Portfolio.Invested:
        for symbol in self.selections:
            if slice.ContainsKey(symbol):  # Check if the slice contains data for the symbol
                self.SetHoldings(symbol, 0.10)
            else:
                self.Debug(f"Data for {symbol} not available in slice. Skipping.")

This modification ensures that the algorithm attempts to buy stocks only if their price data is available in the current slice. If the data is not available, it skips the stock for that time step, preventing the error Alex encountered. This approach helps in dynamically filtering out stocks that do not have price data available at the time of trading, ensuring that the algorithm only trades stocks with available data.