Whenever I try scheduling an event in a QCFrameworkAlgorithm, I get a NullReference exception.  Is the Action somehow failing to be created in Initialize()?  Am I doing something wrong, or is there possibly a bug here?  Error printout:

 

Runtime Error: In Scheduled Event 'SPY: EveryDay: SPY: 16 min before MarketClose', NullReferenceException : Object reference not set to an instance of an object
  at Python.Runtime.Dispatcher.Dispatch (System.Collections.ArrayList args) [0x00018] in <7ada479175184ff388929ece541bbdb4>:0 
  at __System_ActionDispatcher.Invoke () [0x00006] in :0 
  at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
  at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <2e7c1c96edae44d496118948ca617c11>:0  NullReferenceException : Object reference not set to an instance of an object
  at Python.Runtime.Dispatcher.Dispatch (System.Collections.ArrayList args) [0x00018] in <7ada479175184ff388929ece541bbdb4>:0 
  at __System_ActionDispatcher.Invoke () [0x00006] in :0 
  at (wrapper managed-to-native) System.Reflection.MonoMethod.InternalInvoke(System.Reflection.MonoMethod,object,object[],System.Exception&)
  at System.Reflection.MonoMethod.Invoke (System.Object obj, System.Reflection.BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) [0x00032] in <2e7c1c96edae44d496118948ca617c11>:0 

 

Code attached:

 

from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Data import * from Alphas.NullAlphaModel import NullAlphaModel from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel from Execution.VolumeWeightedAveragePriceExecutionModel import VolumeWeightedAveragePriceExecutionModel from Risk.TrailingStopRiskManagementModel import TrailingStopRiskManagementModel from datetime import datetime, timedelta class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework): def Initialize(self): # Set requested data resolution self.UniverseSettings.Resolution = Resolution.Minute self.SetStartDate(2016, 7, 29) self.SetEndDate(2016, 8, 2) self.SetCash(1000000) self.SetUniverseSelection(ScheduledUniverseSelectionModel( self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Wednesday, DayOfWeek.Thursday, DayOfWeek.Friday), self.TimeRules.At(4, 0), self.SelectSymbols)) self.SetAlpha(NullAlphaModel(self)) self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel()) self.SetExecution(ImmediateExecutionModel()) self.SetRiskManagement(TrailingStopRiskManagementModel(0.03)) # QCAlgorithm self.AddEquity('SPY', Resolution.Minute) self.Schedule.On(self.DateRules.EveryDay('SPY'), self.TimeRules.BeforeMarketClose('SPY', 16), Action(self.PreMarketClose)) def PreMarketClose(self): self.Log('market closing') for instrument in self.Portfolio: if self.Portfolio[instrument].Invested: self.Log('closing: ' + str(instrument)) self.MarketOnCloseOrder(instrument, -self.Portfolio[instrument].Quantity, asynchronous = True)

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