QuantConnect Futures Boot Camp #4 — Margin Call Lesson: “SetHoldings” not accepted? Did the engine change?

Here’s a comprehensive troubleshooting guide for the “didn’t use SetHoldings() correctly” error in the QuantConnect Futures Boot Camp, even if your code matches the official solution:

1. Method Name Case and Spelling

• What can go wrong: Python is case-sensitive. The grader searches for self.set_holdings(...) (all lowercase, underscore). Writing SetHoldings, setHoldings, or other variations will not be detected.
• Check: Is your call written as self.set_holdings(...)? (Not self.SetHoldings(...))
• Remedy: Use lowercase with underscore: self.set_holdings(...).

2. Called on the Correct Object

• What can go wrong: The grader expects you to call self.set_holdings(...). Do not use algorithm.set_holdings(...) or other object names.
• Check: Prefix with self. only.
• Remedy: It should be exactly self.set_holdings(...).

3. Correct Method Placement (on_data Execution)

• What can go wrong: If you put the call in initialize, Lean can't run it since there's no price data yet, and the grader expects the order to be executed during live data handling, such as in on_data or similar event handlers.
• Check: Is your call inside on_data, not in initialize or elsewhere?
• Remedy: Place the call inside on_data(self, data).

4. Proper Triggering of the Call

• What can go wrong: The statement must actually execute. For example, if the condition if not self.portfolio.invested: is never true, the method never runs.
• Check: Use a self.debug("trigger") statement before the call to check if it runs.
• Remedy: Confirm the condition will be true at least once during the test.

5. Correct Argument Type

• What can go wrong: Must pass the Symbol object of your future contract, not a string, nor the contract object itself.
• Check: You should call: self.set_holdings(self.liquid_contract.symbol, 1)
• Remedy: Make sure self.liquid_contract.symbol is a Symbol. Do not use a string like "ES".

6. No Multiple SetHoldings Calls

• What can go wrong: If you call set_holdings multiple times, later calls may override your intended position, confusing the grader.
• Check: Review your script for multiple set_holdings calls.
• Remedy: Only call it once, unless lesson directions say otherwise.

7. API Usage: Correct Integer Value

• What can go wrong: The grader expects 1 (not 100, not 0.5, not -1) as amount.
• Check: The second argument is integer 1.
• Remedy: Use 1.

8. Add the Contract Properly

• What can go wrong: Failing to subscribe or add the contract with AddFutureContract before trading might break expectations.
• Check: Ensure you add the contract immediately after selecting it.
• Remedy: Add with self.add_future_contract(self.liquid_contract.symbol, resolution), as required.

9. No Syntax/Indentation Weirdness

• What can go wrong: Breaking up the call over multiple lines with backslashes, or mixing tabs/spaces, can fool the grader's search.
• Check: The call is on one line, properly indented.
• Remedy: Write the call simply and cleanly.

10. No Variable Shadowing

• What can go wrong: Do not use SetHoldings as a variable name elsewhere in your code.
• Check: Make sure SetHoldings is never assigned.
• Remedy: Change any variable with that name.

11. Confirm OnData Signature

• What can go wrong: Typing on_Data, ondata, wrong capitalization, or missing the data parameter = handler won't run.
• Check: Should be def on_data(self, data):.
• Remedy: Fix the capitalization and parameters.

12. Platform or Cache Issues

• What can go wrong: Grader cache, or browser cache, can occasionally reuse old code.
• Check: Hard-refresh your browser and resubmit.
• Remedy: Open a new project if needed.

13. Possible QuantConnect Grader Bug

• If you've confirmed all the above, and even the official solution fails:
  • Use the “Report a Problem” or lesson feedback option.
  • It’s possible the grader itself is buggy or caching bad state.

Quick Checklist

• Call is: self.set_holdings(self.liquid_contract.symbol, 1) in on_data, on a single line, matching official style/case.
• The code is executed during the lesson period (use debug prints).
• The right symbol (Symbol object) is passed.
• No extraneous or conflicting calls.
• Handler and method names are spelled properly.
• No syntax oddities.

If you exhaust this checklist and both your code and the official answer fail, it’s not you—report it as a platform bug!