I’d like to access history of symbols in my Alpha Model.

I know I can call algorithm.history() in my Alpha Model …

But I realized already call algorithm.history() in my Universe Selection

historySlices = algorithm.History(initialFilter, MAX_BARS_BACK, Resolution.Daily)



So I decided to create a dict property of the QCAlgorithm called histories that I can use to save the gotten history, so I don't have to call algorithm.history() again.

class RedGhost(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 12)
        self.SetEndDate(2021, 1, 15)
        self.SetCash(100000) 
        self.AddUniverseSelection(UniverseModule())
        self.UniverseSettings.Resolution = Resolution.Daily
        self.SetAlpha(RGAlphaModel())
        self.histories = {}

 

I try to save the history of each into this dictionary in my Universe Selection Model like …

algorithm.histories[symbol] = history

But I get the error

Runtime Error: AttributeError : 'QCAlgorithm' object has no attribute 'histories'

I’ve clearly attached a dictionary called histories to the self of QCAlgorithm

I don’t what I am doing wrong here. Any ideas welcome.