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New Fundamental Data (#7490)
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* New Fundamental Data

* Minor CIK lookup fix

* Handle live mode & delete unexisting properties

* Minor coarse fundamental adjustment

* Add fundamental history support

* Fix unit tests

* Performance improvements

* Fixes

* Minor regression algorithm fix

* Improvements. Add FundamentalUniverseSelectionModel

* Change default values

* Fix unit test

* Minor tweaks

* Fix unit test

* Minor error handling improvement

* Fix rebase
This commit is contained in:
Martin-Molinero
2023-10-25 15:47:42 -03:00
committed by GitHub
parent 4411d4a8fc
commit f8b258d329
906 changed files with 111642 additions and 62941 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -42,6 +42,7 @@
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.23" />
</ItemGroup>
<ItemGroup>
<Content Include="FundamentalUniverseSelectionAlgorithm.py" />
<Content Include="AccumulativeInsightPortfolioRegressionAlgorithm.py" />
<Content Include="CustomDataTypeHistoryAlgorithm.py" />
<Content Include="CorrectConsolidatedBarTypeForTickTypesAlgorithm.py" />