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I'm currently using:
Share New Research 
def on_data(self, slice):
if self.is_warming_up:
return
if any([not slice.contains_key(s)for s in self.active_securities.keys if self.active_securities[s].price > 0 ]):
returnBut that seems very inefficient because “on_data" will be called for every security, and every time I have to check whether all securities are ready. That's O(n^2) time complexity.
Is there a better way to do this?
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The Futures Trader
Hi Wung,
I think the better approach would be to use a flag and check once if the securities are ready and after that skip the check.
Greetings,
Jordy
Wung Hugh
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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