Document Changes From QuantConnect/Lean#7573 - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

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Document Changes From QuantConnect/Lean#7573 #1534

Closed AlexCatarino closed 4 months ago

AlexCatarino commented 10 months ago

Expected Behavior

See https://github.com/QuantConnect/Lean/pull/7573

On Securities > Key Concepts:
The Securities property of the QCAlgorithm class is a dictionary where the keys are Symbol objects and the values are Security objects. The Securities dictionary contains all of the securities that have been in the algorithm during its lifetime. The Security Manager does include all of the securities that have been in the algorithm during its lifetime. However, if we iterate the object:
```
for kv in self.Securities:
pass
```
it will not include delisted securities, but Total will

for kv in self.Securities.Total:
    pass

On Delistings, state that delisting also triggers OnSecuritiesChanged
On Security Changed Events, add delisting as an example of removal:

When your universe adds and removes (for example, from delisting) assets

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AlexCatarino commented 4 months ago

Closed by 8dcd854