Schedule ML Training

Hi Keith,
It is possible to schedule machine learning training an alpha model framework. Refer to this doc for more information. The above error occurs because the Train method is a function of the QCAlgorithm class to resolve this, we need to pass the instance of QCAlgorithm class to the AlphaModel class and store a reference for it. Refer to the following code snippet.
 

class DynamicVerticalGearbox(QCAlgorithm):def Initialize(self):
  self.SetStartDate(2019, 12, 14)
  self.SetCash(100000)
  self.AddAlpha(CustomAlpha(self))def OnData(self, data):
   passclass CustomAlphaOne:
   def __init__(self, algorithm):    # Train once per day at 9 am
      algorithm.Train(
        algorithm.DateRules.EveryDay().
        algorithm.TradeRules.At(9,0),
        self.MyTrainFunction)
   def MyTrainFunction (self):
      pass
   def Update(self, algorithm, slice):
      return []

Here you can now use self.algo.Train to train your ML model.
Best,
Varad Kabade