Improves Custom Universe Selection

Covers the case where the Symbol of a custom data source is important. Adds CustomDataUniverseAlgorithm python algorithm as an working example
2017-09-27 00:04:37 +01:00
parent 6f1a309843
commit b03c9daa6f
4 changed files with 127 additions and 1 deletions
@@ -38,6 +38,7 @@
    <Compile Include="DataConsolidationAlgorithm.py" />
    <Compile Include="DelistingEventsAlgorithm.py" />
    <Compile Include="DividendAlgorithm.py" />
+    <Compile Include="CustomDataUniverseAlgorithm.py" />
    <Compile Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
    <Compile Include="EmaCrossUniverseSelectionAlgorithm.py" />
    <Compile Include="ETFGlobalRotationAlgorithm.py" />