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`
357 lines
21 KiB
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357 lines
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<Error Condition="!Exists('..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets'))" />
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</Target>
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|
<Import Project="..\packages\Accord.3.6.0\build\Accord.targets" Condition="Exists('..\packages\Accord.3.6.0\build\Accord.targets')" />
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|
<Import Project="..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets" Condition="Exists('..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets')" />
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|
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
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|
Other similar extension points exist, see Microsoft.Common.targets.
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|
<Target Name="BeforeBuild">
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|
</Target>
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|
<Target Name="AfterBuild">
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|
</Target>
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|
-->
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</Project> |