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What happens to active securities when removed from the universe?

If I have active securities that are removed from the universe, are they automatically liquidated? If not, how would I do so?

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Hi Tamim Fund ,

If the algorithm has open positions of a given security, it won't be removed until the algorithm liquidates them. Depending on your algorithm structure, it can call Liquidate method in OnSecurityChanged. For example:

def OnSecuritiesChanged(self, changes):
for security in changes.RemovedSecurities:
if security.Invested:
self.Liquidate(security.Symbol, 'Removed from Universe')

 

0

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.


Update Backtest





0

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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