Remove securities from algorithm collection (#7573)
frostbyte_neo
发布于
2023-11-15 20:09:43 +00:00
| 1175 次提交 在此版本后已推送到 master
- Once a security has been delisted or no longer selected by any
universe it will be remove from the main algorithm securities
collection but kept in the new Complete collection, this improves
performance in long running backtests where security collection can
get enumerated in different cases
- Minor refactor for security exchange local time to avoid having to set
it explicitly
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