Universes immediate selection (#7785)

* Make sure continuous futures universe selection is performed right away on the start of the algorithm.

This ensures the Future.Mapped is not null

* Minor changes

* Minor fixes

* Update regression algorithms stats

* Add DC futures map file

* Update DC futures map file

* Update regression algorithms stats

* Include ETFs for immediate universe selection

* Include Coarse Fundamentals for immediate universe selection

* Include Futures Chain Universe for immediate selection

* Add Option Chain Universe test

* Include custom universes for immediate selection

* Minor updates

* Include constituents universes for immediate selection

* Minor update

* Minor changes, docs and stats updates

* Minor changes

* Minor changes and clean up

* Minor regression algorithm stat update
This commit is contained in:
Jhonathan Abreu
2024-02-21 08:59:58 -04:00
committed by GitHub
parent 64fe4ba13b
commit 09db45c91d
80 changed files with 2828 additions and 216 deletions
@@ -99,7 +99,7 @@ namespace QuantConnect.Algorithm.CSharp
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public long DataPoints => 7316;
public long DataPoints => 7317;
/// <summary>
/// Data Points count of the algorithm history