Remove duplicated keys in OpenInterestFutureUniverseSelectionModel (Q…

…uantConnect#8365) * First draft of the solution * Enhance implementation
wtindall1 · Nov 10, 2024 · 180a0a4 · 180a0a4
1 parent eca59c5
commit 180a0a4
Showing 1 changed file with 3 additions and 2 deletions.
diff --git a/Algorithm.Framework/Selection/OpenInterestFutureUniverseSelectionModel.cs b/Algorithm.Framework/Selection/OpenInterestFutureUniverseSelectionModel.cs
@@ -70,11 +70,12 @@ public OpenInterestFutureUniverseSelectionModel(IAlgorithm algorithm, PyObject f
         }
 
         /// <summary>
-        ///     Defines the future chain universe filter
+        /// Defines the future chain universe filter
         /// </summary>
         protected override FutureFilterUniverse Filter(FutureFilterUniverse filter)
         {
-            return filter.Contracts(FilterByOpenInterest(filter.ToDictionary(x => x, x => _marketHoursDatabase.GetEntry(x.ID.Market, x, x.ID.SecurityType))));
+            // Remove duplicated keys
+            return filter.Contracts(FilterByOpenInterest(filter.DistinctBy(x => x).ToDictionary(x => x, x => _marketHoursDatabase.GetEntry(x.ID.Market, x, x.ID.SecurityType))));
         }
 
         /// <summary>