New quantbook research universe history API, triggering selection on the universe selection function
For normalization, adjustment on how universe selection types are handled for selection (in some cases requires casting in C#)
A1
{T}SummaryUniverse : BaseDataCollection
List<BaseData> Data; -> would be {T}SummaryUniverse instances
A2
{T}Universe : BaseDataCollection
List<BaseData> Data; -> would be {T} instances B1 or B2
B1
{T} : BaseDataCollection
{T}[]
B2
{T} : BaseData
Where A is the universe data and B 'normal' custom data, for AddData api
- Universe Custom Data types updated:
https://github.com/QuantConnect/Lean.DataSource.QuiverCNBC/pull/1
https://github.com/QuantConnect/Lean.DataSource.QuiverLobbying/pull/1
https://github.com/QuantConnect/Lean.DataSource.QuiverGovernmentContracts/pull/1
https://github.com/QuantConnect/Lean.DataSource.QuiverInsiderTrading/pull/6
https://github.com/QuantConnect/Lean.DataSource.QuiverQuantCongressTrading/pull/16
https://github.com/QuantConnect/Lean.DataSource.QuiverQuantWallStreetBets/pull/8
https://github.com/QuantConnect/Lean.DataSource.QuiverQuantWikipedia/pull/7
https://github.com/QuantConnect/Lean.DataSource.BrainSentiment/pull/17
https://github.com/QuantConnect/Lean.DataSource.SmartInsiderIntentionsTransactions/pull/10
https://github.com/QuantConnect/Lean.DataSource.CoinGecko/pull/5
https://github.com/QuantConnect/Lean.DataSource.CryptoCoarseFundamentalUniverse/pull/12
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Expected Behavior
Actual Behavior
Take a look at https://github.com/QuantConnect/Lean/pull/7837
For normalization, adjustment on how universe selection types are handled for selection (in some cases requires casting in C#)
Where A is the universe data and B 'normal' custom data, for AddData api