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feature-python-dataframe-performance-2
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2 Commits

Author SHA1 Message Date
AlexCatarino ee7e71e63c Improves ETF Basket Universe Selection Models 
- Creates `CustomUniverseSelectionModel` that mimics `QCAlgorithm.AddUniverse(String, Func<DateTime, IEnumerable<string>>)`
- Replaces `BaseETFUniverse` for `InceptionDateUniverseSelectionModel` that inherits from `CustomUniverseSelectionModel`
- ETF Basket USMs inherits from `InceptionDateUniverseSelectionModel`
 2019-10-03 23:26:43 +01:00
AlexCatarino 163fddcf75 Adds ETF Basket Universe Selection Models 
Adds `BaseETFUniverseSelectionModel` that handles the common universe selection logic for all ETF Basket.
Adds the following ETF Baskets:
- Energy
- Precious Metals
- S&P500 Sectors
- Technology
- US Treasuries
- Volatility
 2019-10-02 14:53:58 +01:00