Commit Graph

52 Commits

Author SHA1 Message Date
snugs df79ce30c2 Adds the Symbol type
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.
2015-09-01 22:17:10 -04:00
snugs c5a5ffa8c2 Adds universe selection regression algorithm
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
2015-09-01 22:17:08 -04:00