Backtest Handled Error: ORCL R735QTJ8XC9X: The security does not have an accurate price

The error message you're seeing is indicating that the security does not have an accurate price as it has not yet received a bar of data. This can happen when you're trying to place a trade or use SetHoldings before the security has received any data.

In your code, you're using SetHoldings in the on_securities_changed method, which is called when securities are added or removed from your universe. If a security is added and SetHoldings is called before the security has received any data, you'll see this error.

One way to handle this is to check if the security has data before using SetHoldings. You can do this by using slice.ContainsKey(symbol) to confirm the Slice object has price before using the data. Here's how you can modify your on_securities_changed method:

def on_securities_changed(self, changes):
    self.changes = changes
    self.log(f"on_securities_changed({self.time}):: {changes}")

    #1. Liquidate removed securities
    for security in changes.removed_securities:
        if security.invested:
            self.liquidate(security.symbol)

    #2. We want 10% allocation in each security in our universe
    for security in self.changes.added_securities:
        if self.Securities[security.Symbol].HasData:
            self.set_holdings(security.symbol, 0.1)

This will ensure that SetHoldings is only called when the security has data.

Also, keep in mind that the market can quickly change price from the time you place the SetHoldings request to when the order is filled. If your portfolio allocations sum to exactly 100%, orders may be rejected due to insufficient buying power. You should leave a buffer to account for market movements and fees. This is especially important with daily data where orders are placed overnight [source].

If you're still having issues, please let me know!

This is still not working

To whoever is getting the same error, It turns out that you should add the following to your initialize method:

self.settings.daily_precice_end_time = False

So the final code looks like:

from AlgorithmImports import *


class LiquidUniverseSelection(QCAlgorithm):
   
    filteredByPrice = None
   
    def Initialize(self):
        self.SetStartDate(2019, 1, 11)  
        self.SetEndDate(2019, 7, 1)
        self.SetCash(100000)  
        self.AddUniverse(self.CoarseSelectionFilter)
        # Ignore this for now, we'll cover it in the next task.
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.settings.daily_precise_end_time = False


    def CoarseSelectionFilter(self, coarse):
        sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
        filteredByPrice = [x.Symbol for x in sortedByDollarVolume if x.Price > 10]
        return filteredByPrice[:8]
   
    def OnSecuritiesChanged(self, changes):
        self.changes = changes
        self.Log(f"OnSecuritiesChanged({self.UtcTime}):: {changes}")
       
        #1. Liquidate removed securities
        for security in changes.RemovedSecurities:
            self.Liquidate(security.Symbol)
        #2. We want 10% allocation in each security in our universe
        for security in changes.AddedSecurities:
            self.SetHoldings(security.Symbol, 0.1)

self.settings.daily_precice_end_time = True works fine for me.Looks like you need to move the SetHoldings() call to OnData(), since data for securities isn't added instantaneously. Doing this in OnData() ensures that data exists since it is event driven and only runs when new data is received.

See backtest below :)

Whoops - I overlooked the fact that we don't actually want to check self.changes.added_securities in OnData() - but we can invest only if we have not already invested. See code below!