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Self.ActiveSecurities holds nothing when using ManualUniverseSelectionModel

None of the securities I've specified manually in the universe are iterable.

If I use `AddEquity`, I can iterate `self.Securities` but I get an error:
"During the algorithm initialization, the following exception has occurred: Framework algorithms must specify a portfolio selection model using the 'UniverseSelection' property."

Also, iterating `self.ActiveSecurities` does nothing...as if nothing's there.

I avoid the error listed above if I do as the docs suggest, written below. However now neither `self.Securities` nor `self.ActiveSecurities` produces any results.

class MasterAlgo(StandardProfile):


def Initialize(self):
# Securities traded
# self.AddEquity("CRON")
symbols = [ Symbol.Create("CRON", SecurityType.Equity, Market.USA) ]
self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )

for security in self.ActiveSecurities:
self.Debug("Security: " + str(security.Key))

 

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After some thought I arrived at the uneducated notion that universe symbols are loaded asynchronously and don't appear immediately after SetUniverseSelection. I put the operational code under a SetSecurityInitializer callback method and I can now access the securities for my purposes.

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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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