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ActiveSecurities not returning desired values

I am trying to iterate throught he symbols of the universe (created manually or with a Fundamental function). When I try to find the Active securities then I find an empty list.  I would expect to see a value of one for universe_len below and a larger number when using the function:  self.SetUniverseSelection(FineFundamentalUniverseSelectionModel(self.SelectCoarse,self.SelectFine))

How should I populate a list of assets in the created universe with ActiveSecurities?

from QuantConnect import *

from QuantConnect.Algorithm import QCAlgorithm

class BootCampTask(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2019, 8, 5)
        self.SetEndDate(2019, 8, 23)
        self.SetWarmUp(10)
        self.SetCash(5000000)
        self.UniverseSettings.Resolution = Resolution.Daily
        symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
        self.AddUniverseSelection(ManualUniverseSelectionModel(symbols))
        universe_len = len([x.Symbol for x in self.ActiveSecurities])

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I actually realized that the ActiveSecurities cannto be called in the Initialization function.

Once I inlcuded it in the On Data function, it worked like a charm!

 

 

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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.


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