Lean icon indicating copy to clipboard operation
Lean copied to clipboard

Exception when using UncorrelatedUniverseSelectionModel

Open SherlockTT opened this issue 5 years ago • 0 comments

I'm new to QuantConnect any help here would be much appreciated.

Expected Behavior

Exception not to occur

Actual Behavior

Runtime Error: AttributeError : can't set attribute at in FundamentalUniverseSelectionModel.py:line 16 at FilteredSelectCoarse in FundamentalUniverseSelectionModel.py:line 29 at SelectCoarse in UncorrelatedUniverseSelectionModel.py:line 49 :: value = self.cache[symbol].CalculateZScore(benchmark) at CalculateZScore in UncorrelatedUniverseSelectionModel.py:line 104 AttributeError : can't set attribute (Open Stacktrace)

Reproducing the Problem

class EnergyBandsAlgo(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 9, 16)
        self.SetCash(100000)
        self.resolution = Resolution.Daily
        
        self.AddAlpha(EnergyBandsAlphaModel(90, self.resolution))
        self.SetPortfolioConstruction(InsightWeightingPortfolioConstructionModel())
        self.SetUniverseSelection(UncorrelatedUniverseSelectionModel())


    def OnData(self, data):
        pass

System Information

QuantConnect lab LEAN master (v7589)

SherlockTT avatar Mar 18 '20 18:03 SherlockTT