Loading Securities - Quantopian Migration

Hi all,

New user here from Quantipian. I was wnating to load 8 different securities as part of my portfolio.

Over at Quantopian, I am used to doing the following.

def initialize(context):
context.equities = symbols(
# Equity
'VV', # US large cap
'VO', # US mid cap
'VB', # US small cap
context.fixedincome = symbols(
# Fixed income
'TLT', # Long-term government bond
'IEF', # Mid-term government bond
'LQD', # Corporate bond
context.realasset = symbols(
# Commodity and REIT
'GLD', # Gold
context.securities = context.equities + context.fixedincome + context.realasset

context.period = 252 # One year to evaluate past performance
context.lever = 2.0 # Leverage
context.allocation_intervals = 10 # Allocation intervals (100% / 10 = 10% increment)
context.weights = dict.fromkeys(context.securities, 0)
context.shares = dict.fromkeys(context.securities, 0)

Is there no one function that lets me load all 8 ETFs? Additionally, I am wanting to set the leverage level for the portfolio at 2x. Is there something in QuantConnect that is similar to the "context.level = 2.0" line from Quantopian?


Thank you in advance :) 

Update Backtest

def Initialize(self):
self.equity = ['VV', 'VO', 'VB']
self.fixedincome = ['TLT', 'IEF','LQD']
self.realasset = ['GLD', 'VNQ']

self.etfs = self.equity + self.fixedincome + self.realasset

for etf in self.etfs:

Something like this should work for adding the securities


hi, the leverage  discussion is quite new and 5 posts below your post :) (when you sort it by "Newest")

if you have time check the bootcamp (tab) inside the algorithm lab first

second would be check the multiple examples provided by the quantconnect team starting with this one: loading multiple assets using consolidator and indicator with rolling window

so you can learn whats a rolling window in the docu and how to use indicator and that stuff.....(read the documentation)

Jonathan's code should do the trick!


Update Backtest


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