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This algorithm is cloned from the example applications on the QuantConnect website: US ETF Constituents - QuantConnect.com and the self.Log() is added to the OnSecurityChanged function for debugging. The backtest result shows nothing on the Log info. So the OnSecurityChanged function never runs? Why?
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Alexandre Catarino
Hi KevinW ,
Thank you for the report. There is typo in the algorithm: OnSecurityChanged instead of OnSecuritiesChanged.
Please check out the correct version below.
Best regards,
Alex
KevinW
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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