Lean
Lean copied to clipboard
Exception when using UncorrelatedUniverseSelectionModel
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
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)