Not sure if I am misunderstanding the framework algorithm wizard. The one where we can select what looks like some pre-built modules:

https://i.imgur.com/eVMnuWz.png

I created a simple framework and then ran it immediately for testing and it returned this error.

Runtime Error: Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the GGP R735QTJ8XC9X key exist in the collection and/or that collection is not empty. KeyError : 'the label [GGP R735QTJ8XC9X] is not in the [index]' (Open Stacktrace)

Here is the code it generated:

from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel from Alphas.RsiAlphaModel import RsiAlphaModel from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel from Execution.VolumeWeightedAveragePriceExecutionModel import VolumeWeightedAveragePriceExecutionModel from Risk.MaximumSectorExposureRiskManagementModel import MaximumSectorExposureRiskManagementModel class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework): def Initialize(self): # Set requested data resolution self.UniverseSettings.Resolution = Resolution.Minute self.SetStartDate(2018, 3, 16) #Set Start Date self.SetEndDate(2018, 9, 16) #Set End Date self.SetCash(100000) #Set Strategy Cash self.SetUniverseSelection(QC500UniverseSelectionModel()) self.SetAlpha(RsiAlphaModel(60, Resolution.Minute)) self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel()) self.SetExecution(VolumeWeightedAveragePriceExecutionModel()) self.SetRiskManagement(MaximumSectorExposureRiskManagementModel()) def OnOrderEvent(self, orderEvent): if orderEvent.Status == OrderStatus.Filled: # self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol)) pass

I assume it should run correct? Or am I missing something? 

As always, thanks!