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Will QC update self.Securities

Q1

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?

Q2

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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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

 

1

Thank you very much.

0
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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