I'm trying to improve my open source quantopian R&D framework, but I keep running into what appears to be sandboxing limitations.
the latest is: If I have this method in my main class, I get the build error mentioned in the subject.
def GetOrCreateSecuritySecurities(this,qsecArray):
'''pass in an array of quantopian sec (ex: [sid(24),sid(3113)])
and returns an array of unique security objects wrapping them. duplicate sids are ignored'''
try:
securities = {}
if not qsecArray:
return securities
for qsec in qsecArray:
sid = qsec.sid
securities[sid] = this.GetOrCreateSecurity(qsec)
pass
return securities.values()
except:
log.error("FrameworkBase.GetOrCreateSecuritySecurities() error")
return {}
pass
Please note that I DO NOT ACTUALLY CALL THIS METHOD ANYWHERE. but the sandboxing doesn't like that I am trying to access a .sid property anyway.
how can I work around this?