Commit Graph

5 Commits

Author SHA1 Message Date
Jhonathan Abreu 3a2cae037f Fix UniverseDefinitions.ETF|Index overloads (#7006)
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* Fix UniverseDefinitions.ETF|Index methods call ambiguity

* Minor changes
2023-02-24 16:35:35 -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
Martin Molinero a3526fee84 Add ConstituentUniverseDefinitions 2019-11-21 12:28:51 -03:00
AlexCatarino 6cc832c782 Implements IndexUniverseDefinitions
In this new UniverseDefintions, a member, QC500, defines the QC500 Universe. This helper can be used to add that custom universe to the user algorithm (both in C# and Python).
2019-03-12 18:50:18 +00:00
snugs a77950ce56 Adds UniverseDefinitions, DollarVolumeUniverseDefinitions 2015-12-17 17:17:56 -05:00