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* Attempt to remove SecurityInitializer from UniverseSelection stack entirely
* Fix broken Python Universe Selection model
* Remove mistake change (meant for another branch)
The class field that tracks the current month is updated only if there are securities that passed the selection criteria. It prevents division by zero and allows the universe selection a new attempt on the next trading day while keeps the universe unchanged
- Renaming `PreSelected` to `Constituents`
- Adding base `ConstituentsUniverse`
- Adding Py and C# regression algorithm
- Fixing bug in `UniverseSelection`, it wasn't removing pending to be
removed securities unless the universe selection changed
- Adding test data
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).
Colton Sellers