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Quantopian set_long_only() equivalent in Quantconnect?

I am porting code from quantopian to quantconnect. In quantopian, we can avoid negative holdings by using set_long_only(). I was wondering if there is any equivalence in quantconnect fo this?

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The Quantopian "set_long_only" method is what they term a 'trading guard' and is really just for debugging (in my opinion). It simply throws an error if one tries to go short. It's up to the code to do something with the error. I haven't seen an equivalent method in Quantconnect.

Probably better to put logic in before ordering to ensure one never shorts. Just a simple check that you never sell more shares than you own.

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