I created a brand new algorithm and followed the documentation to create a RollingWindow of decimals.  Here is my code:

from decimal import Decimal class ParticleMultidimensionalShield(QCAlgorithm): def Initialize(self): self.SetStartDate(2018, 10, 8) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.closeWindow = RollingWindow[Decimal](4) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' # if not self.Portfolio.Invested: # self.SetHoldings("SPY", 1)

However, running this code returns an error:

During the algorithm initialization, the following exception has occurred: TypeError : type(s) expected at Initialize in main.py:line 13 TypeError : type(s) expected

What's the problem?

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