- Setting SPY as the default security benchmark
- The security benchmark subscription will be added at `UniverseSelection`
as an internal subscription. Using its own dedicated Security instance
which doesn't live in the algorithms.Securities collection.
- Reducing algorithms exposure to internal subscriptions
- `TimeSliceFactory` will prioritize higher resolution bars, when same
symbol is present twice (for non-internal subscriptionst)
- Adding regression test `CustomUniverseWithBenchmarkRegressionAlgorithm`
- Removing usages of Security.Configuration properties from existing
Volatility Models, without modifying existing interfaces. Adding unit
tests for existing behavior
- Adding new BaseVolatilityModel, which will have a setter for a
ISubscriptionDataConfigProvider which will be called by the system.
Adding unit tests for this behavior.
- Adding new `SubscriptionDataConfigExtensions` static class which will
provide methods used to determine different configuration properties for
a given set of `SubscriptionDataConfigs`. The behavior was extracted
from current `Security` class behavior regarding the `SubscriptionBag`.
Adding unit tests covering exepected behavior here.
Martin Molinero