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Minro fixes

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This commit is contained in:
Jhonathan Abreu
2025-10-21 14:41:56 -04:00
parent ef1c6cff2b
commit 749cbe0243
3 changed files with 11 additions and 10 deletions
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Algorithm.Python/CustomDataUniverseRegressionAlgorithm.py
+8 -6
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@@ -67,16 +67,18 @@ class CustomDataUniverseRegressionAlgorithm(QCAlgorithm):
if len(self._selection_time) != 0:
raise ValueError(f"Unexpected selection times, missing {len(self._selection_time)}")
def OnSecuritiesChanged(self, changes):
for security in changes.AddedSecurities:
def on_securities_changed(self, changes):
for security in changes.added_securities:
if security.symbol.security_type == SecurityType.BASE:
continue
self.current_underlying_symbols.add(security.Symbol)
self.current_underlying_symbols.add(security.symbol)
for security in changes.RemovedSecurities:
if security.symbol.security_type == SecurityType.BASE:
for security in changes.removed_securities:
if (security.symbol.security_type == SecurityType.BASE or
# This check can be removed after GH issue #9055 is resolved
not security.symbol in self.current_underlying_symbols):
continue
self.current_underlying_symbols.remove(security.Symbol)
self.current_underlying_symbols.remove(security.symbol)
class MyPyCustomData(PythonData):