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We have an issue using the alpha stream framework. We want to access a proporty declare on the Algorithm using Algorithm.Property on the Update method however the algorithm is an QCAlgorithm object so we can't access our properties.
Please do you have any ideas how to deal with this issue ?
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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.
Shile Wen
63.5k
,
Hi Nicholas,
According to this thread, the algorithm parameter inside the Framework components are not instances of the custom algorithm, rather they are of the base QCAlgorithm class. This means to access the fields, we need to pass our algorithm object on the initialization of our Alpha Model, which can be seen in the aforementioned thread or in the attached backtest.
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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