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feature-python-dataframe-performance-2
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7 Commits

Author SHA1 Message Date
AlexCatarino 898a5c2324 Addresses Peer-Review 2020-01-08 22:21:15 +00:00
AlexCatarino f205a7e8cd Refactors QC500 Universe and Universe Selection Model 
The class field that tracks the current month is updated only if there are securities that passed the selection criteria. It prevents division by zero and allows the universe selection a new attempt on the next trading day while keeps the universe unchanged
 2020-01-07 09:24:58 +00:00
Martin Molinero 394130e58a Revert qc500 constituent - Fix data order 
- Reverting qc500 constituent universe
- Fix data parsing order, based on the constituent universe data already
generated
 2019-11-20 19:47:19 -03:00
Martin Molinero 81974b3fb3 Address reviews 2019-11-20 17:20:33 -03:00
Martin Molinero e2c129a311 Improved version 
- 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
 2019-11-20 17:16:44 -03:00
Martin Molinero eee4c7cb79 Adding PreSelected data types 
- Adding new custom data `PreSelected` type and `PreSelectedQC500` using
it.
- Adding 1 day worth of pre selected data for the QC500
 2019-11-20 16:58:43 -03:00
AlexCatarino 6cc832c782 Implements IndexUniverseDefinitions 
In this new UniverseDefintions, a member, QC500, defines the QC500 Universe. This helper can be used to add that custom universe to the user algorithm (both in C# and Python).
 2019-03-12 18:50:18 +00:00