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I am trying to iterate throught he symbols of the universe (created manually or with a Fundamental function). When I try to find the Active securities then I find an empty list. I would expect to see a value of one for universe_len below and a larger number when using the function: self.SetUniverseSelection(FineFundamentalUniverseSelectionModel(self.SelectCoarse,self.SelectFine))
How should I populate a list of assets in the created universe with ActiveSecurities?
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
class BootCampTask(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 8, 5)
self.SetEndDate(2019, 8, 23)
self.SetWarmUp(10)
self.SetCash(5000000)
self.UniverseSettings.Resolution = Resolution.Daily
symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
self.AddUniverseSelection(ManualUniverseSelectionModel(symbols))
universe_len = len([x.Symbol for x in self.ActiveSecurities])
Goofball
I actually realized that the ActiveSecurities cannto be called in the Initialization function.
Once I inlcuded it in the On Data function, it worked like a charm!
Goofball
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