Updates to use "UniverseSelection" property
The old name "PortfolioSelection" still on the example code. Updated to UniverseSelection
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@@ -55,7 +55,7 @@ class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
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symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
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# set algorithm framework models
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self.PortfolioSelection = ManualPortfolioSelectionModel(symbols)
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self.UniverseSelection = ManualUniverseSelectionModel(symbols)
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self.Alpha = ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(minutes = 20), 0.025, None)
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self.PortfolioConstruction = EqualWeightingPortfolioConstructionModel()
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self.Execution = ImmediateExecutionModel()
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@@ -65,4 +65,4 @@ class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
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def OnOrderEvent(self, orderEvent):
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if orderEvent.Status == OrderStatus.Filled:
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self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
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self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
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