Tracking Security Changes - Task 198 by William Godfrey

William Godfrey

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Hi,

There seems to be a problem with the solution to this task. I wrote code but then I got an error saying 'Runtime Error: NameError : name 'symbol' is not defined NameError : name 'symbol' is not defined (Open Stacktrace)'

When comparing my code to the solution, it was identical. I then ran the code in the solution and still got the same error. Here is the code from the solution to this task:

class MySectorWeightingPortfolioConstructionModel(EqualWeightingPortfolioConstructionModel):

def __init__(self, rebalancingParam = Resolution.Daily):
super().__init__(rebalancingParam)
self.symbolBySectorCode = dict()

def OnSecuritiesChanged(self, algorithm, changes):

#1. When new assets are added to the universe, save the MorningStar sector code for each security to the variable sectorCode
for security in changes.AddedSecurities:
sectorCode = security.Fundamentals.AssetClassification.MorningstarSectorCode
# 2. If the sectorCode is not in the self.symbolBySectorCode dictionary, save the values as a list
# and append the security symbol as the value in the self.symbolBySectorCode dictionary
if sectorCode not in self.symbolBySectorCode:
self.symbolBySectorCode[sectorCode] = list()
self.symbolBySectorCode[sectorCode].append(security.Symbol)

#3. For securities that are removed, save their MorningStar sector code to sectorCode
for security in changes.RemovedSecurities:
sectorCode = security.Fundamentals.AssetClassification.MorningstarSectorCode
#4. If the saved sectorCode is in the self.symbolBySectorCode dictionary, save the security's symbol object to symbol
if sectorCode in self.symbolBySectorCode:
if symbol in self.symbolBySectorCode[sectorCode]:
self.symbolBySectorCode[sectorCode].remove(symbol)

# We use the super() function to avoid using the base class name explicity
super().OnSecuritiesChanged(algorithm, changes)

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William Godfrey

Accepted Answer

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Derek Melchin

STAFF ,

Hi William,

Sorry about this one. This is a new bootcamp lesson and there is a small typo in the solution file. Lines 58-59 should read

if security.Symbol in self.symbolBySectorCode[sectorCode]:

    self.symbolBySectorCode[sectorCode].remove(security.Symbol)

I've reported this issue to the team and we'll have it fixed soon.

Best,
Derek Melchin

Kevin Baker

2.2k ,

I was able to complete this task step for Tracking Security Changes

by finding a post with this line of code:

for sectorCode, symbols in self.symbolBySectorCode.items():

https://www.quantconnect.com/forum/discussion/8649/attributeerror-039-nonetype-039-object-has-no-attribute-039-assetclassification-039/p1

Karl Hoaglund

41 ,

Hi! I'm having a similar problem, though with a different error message, and can't finish the task. I'm getting the error “Looks like you haven't saved the changes as a variable.” I've checked and double-checked and compared my solution to Jared's in the video. Not sure what else to do. Thanks!

My code:

namespace QuantConnect
{
public partial class BootCampTask : QCAlgorithm
{
private IEnumerable<Symbol> filteredByPrice;
private SecurityChanges _changes = SecurityChanges.None;

public override void Initialize()
{
SetStartDate(2019, 1, 11);
SetEndDate(2019, 7, 1);
SetCash(100000);
AddUniverse(CoarseSelectionFilter);
}

public IEnumerable<Symbol> CoarseSelectionFilter(IEnumerable<CoarseFundamental> coarse)
{
var sortedByDollarVolume = coarse.OrderByDescending(x => x.DollarVolume);
filteredByPrice = sortedByDollarVolume.Where(x => x.Price > 10).Select(x => x.Symbol);
filteredByPrice = filteredByPrice.Take(8);
return filteredByPrice;
}

//1. Create a function OnSecuritiesChanged
public void OnSecuritiesChanged(SecurityChanges changes){

//2. Monitor for securities changed in the function
_changes = changes;
//3. Log the changes in the function
Log($"OnSecuritiesChanged({Time}):: {changes}");


}

}
}

Varad Kabade

31.1k ,

Hi Karl Hoaglund,
We cannot reproduce this problem. This might be due to previous unsolved data issue. It is normally working now.
Best,
Varad Kabade

Karl Hoaglund

41 ,

Thanks, Varad. I appreciate your reply.

Strange. . . I'm still getting the error. (image attached).

It's not a big deal. I found that I can leave this lesson undone and proceed to the next ones.

William Godfrey

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