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I noticed today SetHoldings stopped working with arbitrary precision in weight. In this backtest where the weight has arbitrary precision w = np.sqrt(5)/10, the backtest does not buy any stock.
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Nguyen Huu Quan
A work-around which may be useful for someone facing the same issue is to round the weight to certain precision like w = int(1000000000 * w)/1000000000. The strategy will start buying some stocks.
Martin Molinero
Hey Nguyen Huu Quan!
Thanks for the report, believe this was a side effect of recent change adding order properties to the trading API, we will fix it ASAP.
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.
Martin Molinero
Hey Nguyen Huu Quan!
Wanted to report back that we have fixed this issue in current master lean version 12759.Â
Thanks again for the report!
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.
Nguyen Huu Quan
Many thanks Martin Molinero . Very much appreciated.
Nguyen Huu Quan
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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