Adds minor changes to UniverseSelectionRegressionAlgorithm to help debugging regression tests
Modifies expected statistics values at RegressionTests for this algorithm since the previous set was wrong.
This places all security subscriptions within a universes
Subscriptions generated via calls to AddSecurity are place in a UserDefinedUniverse
UserDefinedUniverse will serve up a predetermined list of symbols on a requested interval
LiveTradingDataFeed - reworked custom enumerators to use RefreshEnumerator as wrapper for rate limitting
This includes updating all usages of symbol as a security identifier to use the new type.
The type includes a unique field, SID, as well as the current ticker's value. This allows
for consistent addressability while also allowing the ticker to evolve over time with the
mapping changes.
Effort was made to maintain compile and runtime backwards compatibility.
Uses the insanely mental GOOG,GOOGL,GOOCV,GOOAV case
Correctly starts with GOOG and adds GOOAV and GOOCV, later we can model the merge of GOOAV->GOOG pre GOOGL
Jared Broad