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Support Live Algorithm Redeployent Holding Custom Data

Open AlexCatarino opened this issue 1 year ago • 1 comments

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

AlexCatarino avatar Oct 16 '23 22:10 AlexCatarino

In addition to above, neither of following work with custom data:

  1. Using 'Last Portfolio Holdings' when redeploying live algo. Loads none of the previous holdings currently.
  2. lean 'submit-order' also doesn't work as it causes the same error

AmazingAbhi avatar Oct 17 '23 02:10 AmazingAbhi