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None of the securities I've specified manually in the universe are iterable.
If I use `AddEquity`, I can iterate `self.Securities` but I get an error:
"During the algorithm initialization, the following exception has occurred: Framework algorithms must specify a portfolio selection model using the 'UniverseSelection' property."
Also, iterating `self.ActiveSecurities` does nothing...as if nothing's there.
I avoid the error listed above if I do as the docs suggest, written below. However now neither `self.Securities` nor `self.ActiveSecurities` produces any results.
class MasterAlgo(StandardProfile):
def Initialize(self):
# Securities traded
# self.AddEquity("CRON")
symbols = [ Symbol.Create("CRON", SecurityType.Equity, Market.USA) ]
self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
for security in self.ActiveSecurities:
self.Debug("Security: " + str(security.Key))
Jake Mitchell
After some thought I arrived at the uneducated notion that universe symbols are loaded asynchronously and don't appear immediately after SetUniverseSelection. I put the operational code under a SetSecurityInitializer callback method and I can now access the securities for my purposes.
Jake Mitchell
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