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Description
Expected Behavior
This works without error:
ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1), weight=0.1)
Actual Behavior
During the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the 'datetime.timedelta'>) method. Please checkout the API documentation.
at initialize
self.add_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1), weight=0.1))
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
in main.py: line 15
No method matches given arguments for .ctor: (<class 'QuantConnect.Algorithm.Framework.Alphas.InsightType'>, <class 'QuantConnect.Algorithm.Framework.Alphas.InsightDirection'>, <class 'datetime.timedelta'>) (Open Stack Trace)
Instead, we are forced to write
ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1), None, None, 0.1)
Potential Solution
N/A
Reproducing the Problem
class UpcomingIPOsExampleAlgorithm(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(2024, 9, 1)
self.set_end_date(2024, 12, 31)
self.set_cash(100000)
self.add_universe(self.universe.dollar_volume.top(5))
self.add_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1), weight=0.1))
System Information
QC Cloud
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
Martin-Molinero
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