Hi, I have a question regarding the securities contained within the Manual and Liquid Universes;
Basically, I have 2 universes I want to work with - the Liquid Universe, and the Manual Universe.
In my algorithm, when it sends out orders for the Liquid Universe, I use the following:
for security in self.changes.AddedSecurities:
if not security.Invested:
self.SetHoldings(security.Symbol, .05)
The problem with this, is that the securities within the Manual Universe are also contained within "self.changes.AddedSecurities" which I just realized, so the following code would also allocate 5% to each security in the Manual Universe instead of just the Liquid Universe.
How do I exclude the securities within the Manual Universe from being included when calling "for security in self.changes.AddedSecurities:"? Or is there another way to call a list of the securities within the Liquid Universe that does not contain the securities within the Manual Universe?
Thanks!