Fix bug

QuantConnect · Dec 9, 2024 · 5d930ec · 5d930ec
1 parent a5b0aae
commit 5d930ec
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs b/Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs
@@ -104,7 +104,7 @@ protected bool GetPortfolioTargets(out PortfolioTarget[] targets)
                 var security = _algorithm.Securities[holding.Symbol];
 
                 // Skip non-tradeable securities
-                if (!security.IsTradable) continue;
+                if (!security.IsTradable && !security.Symbol.IsCanonical()) continue;
 
                 var marginParameters = MaintenanceMarginParameters.ForQuantityAtCurrentPrice(security, holding.Quantity);
                 var adjustedPercent = security.BuyingPowerModel.GetMaintenanceMargin(marginParameters) / totalPortfolioValue;