Live T-1 selection warmup (#6395)
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* Live T-1 selection warmup

- Only use BaseDataCollection class
- Reuse collection enumerator
- Remove FuturesChainUniverseSubscriptionEnumeratorFactory
- Universe selection will use Cache providers
- Add null reference check
- Add more tests
- Fixes for warmup fill forwarding. Add more tests

* Address reviews. Add missing comments
This commit is contained in:
Martin-Molinero
2022-06-10 17:25:20 -03:00
committed by GitHub
parent 3fb267f4ad
commit 15e399c96b
36 changed files with 529 additions and 750 deletions
@@ -122,7 +122,7 @@ namespace QuantConnect.Algorithm.CSharp
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public long DataPoints => 41730;
public long DataPoints => 39654;
/// <summary>
/// Data Points count of the algorithm history