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Issues with the SetHoldings Mechanism

Hi Everyone, 

I'm having a bit of an issue with SetHoldings and I'm wondering if anyone else is. Using a very *liquid* security (e.g. SPY) and a low cash amount I'm setting self.SetHoldings("SPY", 1.0, True).

However the helper portion is not purchasing any securities  Even liquidating my entire portfolio before hand doesn't seem to help.  Subsequent retries every minute at decreasing levels aren't successful either.

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Hi Rob; if seeking help with code please share a backtest which repeats the issue. If a suspected bug send to support@quantconnect.com to keep forums focused on algorithm development and sharing. Please see basic template algorithm for a working demonstration of the SetHoldings. 

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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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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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