Martin Molinero
0d6d66cd09
- Setting SPY as the default security benchmark - The security benchmark subscription will be added at `UniverseSelection` as an internal subscription. Using its own dedicated Security instance which doesn't live in the algorithms.Securities collection. - Reducing algorithms exposure to internal subscriptions - `TimeSliceFactory` will prioritize higher resolution bars, when same symbol is present twice (for non-internal subscriptionst) - Adding regression test `CustomUniverseWithBenchmarkRegressionAlgorithm`
37 lines
1.4 KiB
C#
37 lines
1.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System.Collections.Generic;
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using QuantConnect.Data;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Tests.Common.Data
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{
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internal class MockSubscriptionDataConfigProvider : ISubscriptionDataConfigProvider
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{
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public List<SubscriptionDataConfig> SubscriptionDataConfigs
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= new List<SubscriptionDataConfig>();
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public MockSubscriptionDataConfigProvider(SubscriptionDataConfig config = null)
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{
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if (config != null)
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{
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SubscriptionDataConfigs.Add(config);
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}
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}
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public List<SubscriptionDataConfig> GetSubscriptionDataConfigs(Symbol symbol, bool includeInternalConfigs = false)
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{
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return SubscriptionDataConfigs;
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}
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}
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} |