QuantConnect / QuantConnect/Lean
Support Live Algorithm Redeployent Holding Custom Data
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- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
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
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reproducing the failure with CustomDataBitcoinAlgorithm and trace the holdings-restoration path from the Engine.Run() error for the unsupported Base security type. Done means a live algorithm with the specified custom Bitcoin holding can be redeployed without the unsupported-security exception, in both Cloud and local environments.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100