Reading logs

Here are bugs and issues in your code that could prevent purchases of SBET or cause your debug output to not be meaningful. All are related to logic, method binding, or QuantConnect event pipeline—not to naming, imports, or allocation:

1. Class Method Indentation and Binding (Major bug):

   • Your coarse_selection_function, on_data, and on_end_of_day methods are defined outside the GapUpBreakout class due to their indentation.
   • As a result, the QC framework will not recognize them as event handlers. on_data in particular will never be called, and neither will coarse_selection_function if you use universe selection.
   • All event handler methods must be indented and defined inside the GapUpBreakout class.

2. Universe Selection and Coarse Handler Declaration:

   • If you want to use universe selection, you must add a universe in initialize. For example:

     self.add_universe(self.coarse_selection_function)
     

   • Without this, coarse_selection_function will never be called.

3. Incorrect Use of self.active_securities.keys:

   • You're using for symbol in self.active_securities.keys instead of for symbol in self.active_securities.keys() (missing parentheses).
   • However, the recommended way is to use self.securities.keys() or self.securities.keys (if you want all tracked securities). Prefer self.securities.keys() for QuantConnect.

4. on_end_of_day Handler Behavior:

   • on_end_of_day(self, symbol) is not called automatically unless registered with a scheduler or universe.
   • You may need to explicitly subscribe to EOD events or use the on_end_of_day() event (without parameter) and iterate there if necessary.

5. Logic for SymbolData Initialization and Symbol Tracking:

   • Your breakout and gap logic is only evaluated if there is history and if the symbol has the required bar data. If history fails to load, gap up is never checked.
   • If SBET does not meet both gap up checks on a new day, _symbol_data is never created, which means no breakout trades are possible that day.

6. Minimum Order Size/Qty:

   • self.calculate_order_quantity(symbol, 0.01) might return 0 if that percent of equity fails to meet broker lot constraints, minimum trade size, or fractional restriction. Your logging does note this, but as a practical bug, it is very common for single-symbol, single-share strategies to accidentally zero out execution.

7. Potential Missed Symbol in Bar Loop:

   • If for some reason SBET is not in self.active_securities or doesn't have a bar in data.bars at the right moment, you might miss your one valid breakout window.

Summary of Most Critical Fixes:

• Move all event methods inside the GapUpBreakout class.
• Either use universe selection or explicitly add SBET in initialize.
• Replace self.active_securities.keys with self.securities.keys() in the on_data routine.
• Consider printing or logging self.securities.keys() and relevant active sets to make sure SBET is truly in your active set every second.

If you fix these, you should get the debug logs and entry attempts as expected!

Sources: Opening Range Breakout for Stocks in Play, Debugging - QuantConnect.com, Adjusted Trend on Futures, Stock Selection Strategy Based On Fundamental Factors, Momentum Effect In Commodities Futures