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hi,
i'm trying to get the hang of using the universe and alpha infrastructure but have hit a wall with the alpha. the self.AddAlpha method seems to not exist in the API? i'm not sure how to access the alphamodel once i've added it. from the docs it sounds like adding an alphamodel and a universe is equivalent to creating the alphamodel for each security in the universe, but haven't been able to confirm that. very thin algo attached - basically just looking for a pointer to the right part of the docs.
thanks
joe
Joe sosinski
ended up answering my own question: need to define a portfolio construction model to hook into the alphamodel insights. sample attached in case another newbie stumbles onto this. anecdotally, i'd advise against putting Debug calls within CreateTargets, for some reason it caused my backtest to go on forever
Joe sosinski
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