Bug templates debug

project-templates/csharp/alternative-data-universe-brainsentimentindicatoruniverse/Main.cs

@@ -2,15 +2,13 @@
 using System.Collections.Generic;
 using System.Linq;
 using QuantConnect.Algorithm.Framework.Portfolio;
-using QuantConnect.Data.Fundamental;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.DataSource;
 
 namespace QuantConnect.Algorithm.CSharp
 {
     public class BrainSentimentIndicatorChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,24 +18,13 @@ public override void Initialize()
             SetCash(100000);
             Settings.SeedInitialPrices = true;
             UniverseSettings.Resolution = Resolution.Daily;
-            // Add a fundamental universe to track the most liquid US Equities by dollar volume.
-            AddUniverse(fundamental =>
-            {
-                _fundamental = fundamental
-                    .OrderBy(c => c.DollarVolume)
-                    .TakeLast(100)
-                    .Select(c => c.Symbol)
-                    .ToList();
-                return Universe.Unchanged;
-            });
-            // Add a Brain Sentiment universe, restricted to high-sentiment names within the fundamental list.
+            // Add a Brain Sentiment universe, restricted to high-sentiment names with strong coverage.
             _universe = AddUniverse<BrainSentimentIndicatorUniverse>(
-                // Keep names with both active mention coverage and positive 7-day sentiment.
+                // Keep names with both active mention coverage 15+ articles and positive 7-day sentiment above 0.5.
                 altCoarse => altCoarse
                     .OfType<BrainSentimentIndicatorUniverse>()
-                    .Where(d => d.TotalArticleMentions7Days > 0m && d.Sentiment7Days > 0m)
+                    .Where(d => d.TotalArticleMentions7Days > 15m && d.Sentiment7Days > 0.5m)
                     .Select(d => d.Symbol)
-                    .Intersect(_fundamental)
             );
             // Rebalance every day at 9am.
             Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);

project-templates/csharp/alternative-data-universe-brainstockrankinguniverse/Main.cs

@@ -9,32 +9,20 @@ namespace QuantConnect.Algorithm.CSharp
     public class BrainStockRankingUniverseAlgorithm : QCAlgorithm
     {
         private Universe _universe;
-        private List<Symbol> _fundamental = [];
 
         public override void Initialize()
         {
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
             Settings.SeedInitialPrices = true;
-            // Add a fundamental universe to track the most liquid US equities by dollar volume.
-            AddUniverse(fundamental =>
-            {
-                // Store the top 50 symbols by dollar volume for use in the alt-data universe.
-                _fundamental = fundamental
-                    .OrderBy(f => f.DollarVolume)
-                    .TakeLast(50)
-                    .Select(f => f.Symbol)
-                    .ToList();
-                return Universe.Unchanged;
-            });
-            // Add a Brain Stock Ranking universe, restricted to high-ranking names within the fundamental list.
+            // Add a Brain Stock Ranking universe, restricted to high-ranking names with strong multi-horizon signals.
             _universe = AddUniverse<BrainStockRankingUniverse>(
+                // Filter for stocks with positive rankings across 2-day, 3-day, and 5-day horizons.
                 data => data
                     .OfType<BrainStockRankingUniverse>()
-                    .Where(d => d.Rank2Days > 0m && d.Rank3Days > 0m && d.Rank5Days > 0m)
+                    .Where(d => d.Rank2Days > 0.05m && d.Rank3Days > 0.05m && d.Rank5Days > 0.05m)
                     .Select(d => d.Symbol)
-                    .Where(symbol => _fundamental.Contains(symbol))
             );
             // Schedule daily rebalancing at 9:00 AM before market open.
             Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0), Rebalance);

project-templates/csharp/alternative-data-universe-eodhdupcomingdividends/Main.cs

@@ -14,14 +14,15 @@ public override void Initialize()
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
+            Settings.SeedInitialPrices = true;
 
-            UniverseSettings.Resolution = Resolution.Daily;
+            UniverseSettings.Resolution = Resolution.Hour;
             // Universe of US Equities going ex-dividend in the next day with a meaningful payout.
             _universe = AddUniverse<EODHDUpcomingDividends>(data =>
             {
-                // Keep names with a dividend over $0.05 paying within one day.
+                // Keep names with a dividend over $0.75 paying within one day.
                 return from d in data.OfType<EODHDUpcomingDividends>()
-                       where d.DividendDate <= Time.AddDays(1) && d.Dividend > 0.05m
+                       where d.DividendDate <= Time.AddDays(1) && d.Dividend > 0.75m
                        select d.Symbol;
             });
 
@@ -36,8 +37,13 @@ private void Rebalance()
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
-            var targets = _universe.Selected
+            var securities = _universe.Selected.Where(s => Securities[s].Price > 0).ToList();
+            if (securities.Count == 0)
+            {
+                return;
+            }
+            var weight = 1m / securities.Count;
+            var targets = securities
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
 

project-templates/csharp/alternative-data-universe-eodhdupcomingearnings/Main.cs

@@ -14,19 +14,20 @@ public override void Initialize()
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
+            Settings.SeedInitialPrices = true;
 
-            UniverseSettings.Resolution = Resolution.Daily;
-            // Universe of US Equities reporting earnings in the next 3 days with a positive estimate.
+            UniverseSettings.Resolution = Resolution.Hour;
+            // Universe of US Equities reporting earnings in the next 3 days with estimate > 1.5.
             _universe = AddUniverse<EODHDUpcomingEarnings>(data =>
             {
-                // Keep names with a positive analyst estimate ahead of the report.
+                // Keep names with an analyst estimate over 1.5 ahead of the report.
                 return from d in data.OfType<EODHDUpcomingEarnings>()
-                       where d.ReportDate <= Time.AddDays(3) && d.Estimate > 0m
+                       where d.ReportDate <= Time.AddDays(3) && d.Estimate > 1.5m
                        select d.Symbol;
             });
 
             // Rebalance shortly after the open so today's universe is locked in.
-            Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
+            Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 31, 0), Rebalance);
         }
 
         private void Rebalance()
@@ -36,8 +37,13 @@ private void Rebalance()
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
-            var targets = _universe.Selected
+            var securities = _universe.Selected.Where(s => Securities[s].Price > 0).ToList();
+            if (securities.Count == 0)
+            {
+                return;
+            }
+            var weight = 1m / securities.Count;
+            var targets = securities
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
 

project-templates/python/alternative-data-universe-brainsentimentindicatoruniverse/main.py

@@ -4,17 +4,14 @@
 
 
 class BrainSentimentIndicatorUniverseAlgorithm(QCAlgorithm):
-    _fundamental: list[Symbol] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.DAILY
-        # Add a fundamental universe to track the most liquid US Equities by dollar volume.
-        self.add_universe(self._fundamental_filter)
-        # Add a Brain Sentiment universe, restricted to high-sentiment names within the fundamental list.
+        # Add a Brain Sentiment universe, restricted to high-sentiment names with strong coverage.
         self._universe = self.add_universe(BrainSentimentIndicatorUniverse, self._select_assets)
         # Rebalance every day at 9am.
         self.schedule.on(
@@ -23,16 +20,11 @@ def initialize(self) -> None:
             self._rebalance
         )
 
-    def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        self._fundamental = [f.symbol for f in sorted(fundamental, key=lambda f: f.dollar_volume)[-100:]]
-        return Universe.UNCHANGED
-
     def _select_assets(self, data: List[BrainSentimentIndicatorUniverse]) -> List[Symbol]:
-        # Keep names with both active mention coverage and positive 7-day sentiment.
-        alt = [d.symbol for d in data
-               if d.total_article_mentions_7_days and d.total_article_mentions_7_days > 0 and
-               d.sentiment_7_days and d.sentiment_7_days > 0]
-        return [s for s in self._fundamental if s in alt]
+        # Keep names with both active mention coverage 15+ articles and positive 7-day sentiment above 0.5.
+        return [d.symbol for d in data
+                if d.total_article_mentions_7_days and d.total_article_mentions_7_days > 15 and
+                d.sentiment_7_days and d.sentiment_7_days > 0.5]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:

project-templates/python/alternative-data-universe-brainstockrankinguniverse/main.py

@@ -4,16 +4,13 @@
 
 
 class BrainStockRankingUniverseAlgorithm(QCAlgorithm):
-    _fundamental: list[Symbol] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
-        # Add a fundamental universe to track the most liquid US equities by dollar volume.
-        self.add_universe(self._fundamental_filter)
-        # Add a Brain Stock Ranking universe, restricted to high-ranking names within the fundamental list.
+        # Add a Brain Stock Ranking universe, restricted to high-ranking names with strong multi-horizon signals.
         self._universe = self.add_universe(BrainStockRankingUniverse, self._select_assets)
         # Schedule daily rebalancing at 9:00 AM before market open.
         self.schedule.on(
@@ -22,18 +19,12 @@ def initialize(self) -> None:
             self._rebalance
         )
 
-    def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        # Store the top 50 symbols by dollar volume for use in the alt-data universe.
-        self._fundamental = [f.symbol for f in sorted(fundamental, key=lambda f: f.dollar_volume)[-50:]]
-        return Universe.UNCHANGED
-
     def _select_assets(self, data: List[BrainStockRankingUniverse]) -> List[Symbol]:
         # Filter for stocks with positive rankings across 2-day, 3-day, and 5-day horizons.
-        alt = [d.symbol for d in data
-               if d.rank_2_days and d.rank_2_days > 0 and
-               d.rank_3_days and d.rank_3_days > 0 and
-               d.rank_5_days and d.rank_5_days > 0]
-        return [s for s in self._fundamental if s in alt]
+        return [d.symbol for d in data
+                if d.rank_2_days and d.rank_2_days > 0.05 and
+                d.rank_3_days and d.rank_3_days > 0.05 and
+                d.rank_5_days and d.rank_5_days > 0.05]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:

project-templates/python/alternative-data-universe-coingeckouniverse/main.py

@@ -41,7 +41,7 @@ def _rebalance(self) -> None:
         if not self._universe.selected:
             return
         # Filter for securities with valid prices.
-        securities = [s for s in self._universe.selected if self.securities[s].price > 0]
+        securities = [s for s in self._universe.selected if self.securities[s].price]
         if not securities:
             return
         weight = 1 / len(securities)

project-templates/python/alternative-data-universe-eodhdupcomingdividends/main.py

@@ -8,25 +8,27 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
-
-        self.universe_settings.resolution = Resolution.DAILY
+        self.settings.seed_initial_prices = True
+        self.universe_settings.resolution = Resolution.HOUR
         # Universe of US Equities going ex-dividend in the next day with a meaningful payout.
         self._universe = self.add_universe(EODHDUpcomingDividends, self._select_assets)
 
         # Rebalance shortly after the open so today's universe is locked in.
         self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 0, 0), self._rebalance)
 
     def _select_assets(self, data: List[EODHDUpcomingDividends]) -> List[Symbol]:
-        # Keep names with a dividend over $0.05 paying within one day.
+        # Keep names with a dividend over $0.75 paying within one day.
         return [d.symbol for d in data
                 if d.dividend_date and d.dividend
-                and d.dividend_date <= self.time + timedelta(1) and d.dividend > 0.05]
+                and d.dividend_date <= self.time + timedelta(1) and d.dividend > 0.75]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-
-        weight = 1 / len(self._universe.selected)
-        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        securities = [s for s in self._universe.selected if self.securities[s].price]
+        if not securities:
+            return
+        weight = 1 / len(securities)
+        targets = [PortfolioTarget(symbol, weight) for symbol in securities]
 
         self.set_holdings(targets, liquidate_existing_holdings=True)

project-templates/python/alternative-data-universe-eodhdupcomingearnings/main.py

@@ -8,25 +8,27 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
-
-        self.universe_settings.resolution = Resolution.DAILY
-        # Universe of US Equities reporting earnings in the next 3 days with a positive estimate.
+        self.settings.seed_initial_prices = True
+        self.universe_settings.resolution = Resolution.HOUR
+        # Universe of US Equities reporting earnings in the next 3 days with estimate > 1.5.
         self._universe = self.add_universe(EODHDUpcomingEarnings, self._select_assets)
 
         # Rebalance shortly after the open so today's universe is locked in.
-        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 0, 0), self._rebalance)
+        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 31, 0), self._rebalance)
 
     def _select_assets(self, data: List[EODHDUpcomingEarnings]) -> List[Symbol]:
-        # Keep names with a positive analyst estimate ahead of the report.
+        # Keep names with an analyst estimate over 1.5 ahead of the report.
         return [d.symbol for d in data
-                if d.report_date and d.estimate
-                and d.report_date <= self.time + timedelta(3) and d.estimate > 0]
+                if d.report_date and d.estimate and
+                d.report_date <= self.time + timedelta(3) and d.estimate > 1.5]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-
-        weight = 1 / len(self._universe.selected)
-        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        securities = [s for s in self._universe.selected if self.securities[s].price]
+        if not securities:
+            return
+        weight = 1 / len(securities)
+        targets = [PortfolioTarget(symbol, weight) for symbol in securities]
 
         self.set_holdings(targets, liquidate_existing_holdings=True)