- `ITimeRules` are expected to yield time date in UTC, fixing `Noon`,
`Midnight` and `Every`
- `ScheduledUniverseSelectionModel` will use UTC time zone by default
since that is the default expected time zone `ITimeRule` provides
- Adding regression test
- We will now check if python selection method returned `Universe.Unchanged`
- Removing `ToList()` call on fine and coarse data before sending it to
the python algorithm
- Adding regression algorithms
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
The PyObject parameter is converted into selector function of `Func<T1,T2>` type so that the model can user universe selector methods defined in python algorithms.
The ScheduledUniverseSelectionModel wraps the new ScheduledUniverse.
ScheduledUniverse is similar to the UserDefinedUniverse we use to create
universes for dopbox/remote files w/ symbol listing. The new abstraction
that 'turns on' this no-data/scheduled based universe behavior is the
ITimeTriggeredUniverse, which exposes GetTriggerTimes which yields the
date/times your univese selection function will be called.
A regression algorithm was also added to cover the new feature.
Martin Molinero