Commit Graph

2 Commits

Author SHA1 Message Date
Martin Molinero 6b00a97b0d Address review 2019-08-20 19:22:18 -03:00
Martin Molinero 0d6d66cd09 SPY default security benchmark
- 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`
2019-08-06 21:15:33 -03:00