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Support Live Algorithm Redeployent Holding Custom Data
Expected Behavior
Be able to restart a live algorithm holding custom data. In principle, it should be supported since Lean supports trading custom data.
Actual Behavior
Not supported.
Potential Solution
N/A
Reproducing the Problem
Deploy the CustomDataBitcoinAlgorithm
. On the "Algorithm Holdings State", add "BTC.Bitcoin 2S", "BTC", 1, 100.
The algorithm will exit with the following message:
2023-10-16T22:04:53.2525319Z ERROR:: Engine.Run(): During the algorithm initialization, the following exception has occurred: Found unsupported security type in existing brokerage holdings: Base. QuantConnect currently supports the following security types: Equity,Forex,Cfd,Option,Future,FutureOption,IndexOption,Crypto,CryptoFuture
System Information
QuantConnect Cloud and local.
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
master
branch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
In addition to above, neither of following work with custom data:
- Using 'Last Portfolio Holdings' when redeploying live algo. Loads none of the previous holdings currently.
- lean 'submit-order' also doesn't work as it causes the same error