ETFConstituentsUniverseSelectionModel on_data event

Here's the corrected version of the code with the necessary adjustments:

class MyAlgorithm(QCAlgorithm):
    def initialize(self):
        self.UniverseSettings.Resolution = Resolution.Daily
        self.AddUniverseSelection(ETFConstituentsUniverseSelectionModel("SPY", self.UniverseSettings, self.etf_constituents_filter))
        self.open_prices = {}

    def etf_constituents_filter(self, constituents):
        history = self.History([c.Symbol for c in constituents], 252, Resolution.Daily)
        selected_symbols = []
        for constituent in constituents:
            symbol = constituent.Symbol
            if symbol not in history.index:
                continue
            prices = history.loc[symbol]['close']
            high_52_week = prices.max()
            current_price = prices.iloc[-1]
            if current_price >= 0.95 * high_52_week:
                selected_symbols.append(symbol)
                # Subscribe to the symbol and store the open price
                self.AddEquity(symbol, Resolution.Daily)
                self.open_prices[symbol] = current_price

        self.Debug(f"Updated buyable stocks: {selected_symbols}")
        return selected_symbols

    def OnData(self, slice: Slice) -> None:
        for symbol in self.open_prices.keys():
            if slice.Bars.ContainsKey(symbol):
                trade_bar = slice.Bars[symbol]
                current_price = trade_bar.Close
                open_price = self.open_prices[symbol]
                price_increase = (current_price - open_price) / open_price
                if price_increase > 0.01:
                    self.Debug(f"{symbol} has increased by more than 1% since open.")
                    # Place your trading logic here

Key Changes:

• Changed self.universe_settings.resolution to self.UniverseSettings.Resolution.
• Changed self.add_universe_selection to self.AddUniverseSelection.
• Changed self.history to self.History.
• Changed self.add_equity to self.AddEquity.
• Changed self.Debug to self.Debug.
• Changed on_data to OnData.
• Used Resolution.Daily instead of Resolution.DAILY.
• Used slice.Bars.ContainsKey(symbol) instead of slice.bars.contains_key(symbol).
• Used trade_bar.Close instead of trade_bar.close.

Sources: Handling Data - QuantConnect.com, Event Handlers - QuantConnect.com, Dropbox Base Data Universe Selection Algorithm, Custom Data Universe Algorithm, E T F Constituent Universe R S I Alpha Model Algorithm