Asynchronous Universe Selection - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

Apache License 2.0

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Asynchronous Universe Selection #1527

Closed Martin-Molinero closed 8 months ago

Martin-Molinero commented 11 months ago

Expected Behavior

Document new Asynchronous Universe selection. See https://github.com/QuantConnect/Lean/pull/7556
- UniverseSettings.Asynchronous = true; should be set before creating the universes (AddOption -> creates option chain universe)
- if using Option.SetFilter(strikes/expiration) we automatically enable asynchronous Universe Selection. Note: not if using Option.SetFilter(func), requires setting the UniverseSettings
  Actual Behavior
  
  N/A
  
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AlexCatarino commented 8 months ago

See: https://github.com/QuantConnect/Documentation/issues/1584