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Improved version

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- Renaming `PreSelected` to `Constituents`
- Adding base `ConstituentsUniverse`
- Adding Py and C# regression algorithm
- Fixing bug in `UniverseSelection`, it wasn't removing pending to be
removed securities unless the universe selection changed
- Adding test data
This commit is contained in:
Martin Molinero
2019-04-25 17:48:24 -03:00
parent eee4c7cb79
commit e2c129a311
18 changed files with 424 additions and 71 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -100,6 +100,7 @@
<None Include="SmaCrossUniverseSelectionAlgorithm.py" />
<Content Include="Benchmarks\StatefulCoarseUniverseSelectionBenchmark.py" />
<Content Include="Benchmarks\StatelessCoarseUniverseSelectionBenchmark.py" />
<Content Include="ConstituentsUniverseRegressionAlgorithm.py" />
<Content Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />
<Content Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />