Commit Graph

5 Commits

Author SHA1 Message Date
snugs daa34da072 Remove some implicit Symbol->string cases 2015-11-17 19:17:41 -05:00
snugs 0d2d6e1e04 Remove coarse->coarse SetUniverse overload 2015-10-07 12:54:27 -04:00
snugs a642e734fd Rename Fundamental namespace to UniverseSelection 2015-10-07 12:54:26 -04:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
snugs 844a040be5 Initial impl of coarse universe selection
Adds concept of Subscription to contain everything a data feed needs in order to process  single data feed item
Moves preparation of all data to data feed thread, algo thread receives data in format it needs
QCAlgorithm.SetUniverse( func ) allows selection based on market/symbol/dollar volume/price
Remove laziness from Slice as optimization, no order by in real time handler
2015-08-06 17:52:23 -04:00