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I have a universe selection filter that runs once a day self.UniverseSettings.Resolution = Resolution.Daily. Now when the algorithm first goes live, the algorithm doesn’t run till the next day.
How can I run trigger universe selection (CoarseSelectionFunction event) and then OnSecuritiesChanged() and OnData() when the algorithm first deploys?
Ideally some way to trigger this in the Initialize() method.
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Derek Melchin
Hi Nathaniel_,
This functionality was shipped several months ago. Contact support@quantconnect.com with the algorithm attached for issues with live deployments.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Nathaniel_
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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