Martin-Molinero de10a1d669
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Remove securities from algorithm collection ( #7573 ) ...
- 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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Martin-Molinero
de10a1d669