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Export CoarseSelectionFunction universe selection in case of a crash, and able to import these symbols to continue live trading

Hello,

I've been having issues with live deployment crashing at times. My issue is when I re-deploy it won't run for the rest of the day due to lack of universe selection running again.

What I'd like to do is on CoarseSelectionFunction, output the IEnumerable<Symbol> result somewhere -- ideally a CSV file, but I suppose even just logging the Symbols in CSV format in the worst case would work, as I could manually create the CSV.

After that if the algorithm crashes, I'd like to re-deploy the algorithm but this time have it read the existing (or manually created from the log file, if I must) CSV file to re-select the symbols and continue until the end of day with those symbols.

Is there any examples on how to accomplish this? Thanks.

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Hi Automation,

I have encountered similar issue. I think this is currently unsupported and there is no easy-breezy workaround. However, I have seen some posts about new features on the horizon. I think QC team is aware that users want to store things permanently in case like you mentioned and are getting 'something' ready for us.

Greetings,

Paweł

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Hi Automaton,

We have a similar post regarding this issue. Currently we don't support this feature, but it is on our plan. Meanwhile, you could find some workarounds in that post.

Thanks for your support!

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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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