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3 Commits

Author SHA1 Message Date
JosueNina 0df0e67cd1 Add deterministic counter to universe symbol ticker for stable sort order (#9487)
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 2026-05-14 09:35:01 -03:00
Martin-Molinero 3eedde9b6e Normalize ETF constituents universe (#7858) 
- Normalize ETF constituents universe data. Adding new tests and
  assertions
 2024-03-19 11:28:17 -03:00
Gerardo Salazar a4d49c05ca Adds ETF(...) to UniverseDefinitions (#5873)
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* Adds ETF(...) to UniverseDefinitions

  * Adds ETF constituents universe framework regression algorithm
    for C#/Python

* Address review: adds test cases for ticker/Symbol ETF universe additions

  * Fixes bug where null Market would result in null dereference exception

* Address review: add missing Index tests

* Address review: don't hardcode market when creating constituent universe

  * Uses Brokerage Model's default markets collection to determine
    the market for the given security type

* Address review: restore QC500 and DollarVolume.Top(...)

  * Restores algorithms related to both helper universe
    definition methods

* Address review: remove copy to output directory for python algos

* Add example algorithms for ETF constituent universes using custom RSI alpha model

* Address review: adjust algorithm to use cache + algo RSI & clean up code

* Address review: make ETF Constituent RSI Alpha Model algo a regression test

* Address review: increase trade count and remove single trade logic
 2021-08-25 11:22:31 -03:00