Will QC update self.Securities by Sulfred

Sulfred

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I would like to ask will the self.Securities be updated when security is removed? In the attached backtest, I add APPL in the first day and then I remove it in the second day. The length of self.Securities keep as 1. Should it become 0?

After I remove APPL, when I use self.SetHoldings(), should I hit the error "There was an error in a scheduled event EveryDay: 9.5. The error was KeyNotFoundException : This asset symbol (APPL 2T) was not found in your security list". but I didn't see this error, why ?

Thank you very much.

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Sulfred

Accepted Answer

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Arthur Asenheimer

8.7k ,

re Q1: No, self.Securities contains all securities that were a part of your universe in the lifetime of your algorithm. So removed securities stay in self.Securities. Note that self.Securities doesn't mean you are currently subscribed to the securities. It's just a dictionary with the Symbol objects as keys and Security objects as values. See here.

If you want a list of the current members of your universe you can use self.ActiveSecurities.

Or better yet, you can create your own list in OnSecuritiesChanged and easily access the symbol list from anywhere.

re Q2: see answer of Q1

Sulfred

1.2k ,

Thank you very much.

Sulfred

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