Fix failing regression algorithm tests - associated issue is #3597

2019-09-23 16:37:46 -07:00
parent 56462f0283
commit ba424cd5b6
2 changed files with 14 additions and 5 deletions
@@ -51,7 +51,11 @@ class CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm(QCAlgorithm):
                raise Exception(f"Custom data undelrying ({customSymbol.Underlying}) Symbol was not found in active securities")

    def OnSecuritiesChanged(self, changes):
-        self.customSymbols = []
+        iterated = False
+
+        for added in [i for i in changes.AddedSecurities if i.Symbol.SecurityType == SecurityType.Equity]:
+            if not iterated:
+                self.customSymbols = []
+                iterated = True

-        for added in changes.AddedSecurities:
            self.customSymbols.append(self.AddData(SECReport8K, added.Symbol, Resolution.Daily).Symbol)