Standarize implementation

- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms

QuiverCongressDataPoint.cs

@@ -173,7 +173,6 @@ public override BaseData Clone()
             {
                 Symbol = Symbol,
                 Time = Time,
-                EndTime = EndTime,
                 RecordDate = RecordDate,
                 ReportDate = ReportDate,
                 TransactionDate = TransactionDate,

QuiverQuantCongressUniverse.cs

@@ -17,6 +17,7 @@
 using System;
 using System.Globalization;
 using System.IO;
+using System.Linq;
 using QuantConnect.Data;
 using QuantConnect.Orders;
 using static QuantConnect.StringExtensions;
@@ -26,7 +27,7 @@ namespace QuantConnect.DataSource
     /// <summary>
     /// Universe Selection helper class for QuiverQuant Congress dataset
     /// </summary>
-    public class QuiverQuantCongressUniverse : QuiverCongressDataPoint
+    public class QuiverQuantCongressUniverse : QuiverCongress
     {
         /// <summary>
         /// Return the URL string source of the file. This will be converted to a stream
@@ -46,7 +47,8 @@ public override SubscriptionDataSource GetSource(SubscriptionDataConfig config,
                     "universe",
                     $"{date.ToStringInvariant(DateFormat.EightCharacter)}.csv"
                 ),
-                SubscriptionTransportMedium.LocalFile
+                SubscriptionTransportMedium.LocalFile,
+                FileFormat.FoldingCollection
             );
         }
 
@@ -64,7 +66,7 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
             var amount = csv[7].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture));
             var maximumAmount = csv[8].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture));
 
-            return new QuiverQuantCongressUniverse
+            return new QuiverCongressDataPoint
             {
                 RecordDate = Parse.DateTimeExact(csv[2], "yyyyMMdd"),
                 ReportDate = Parse.DateTimeExact(csv[3], "yyyyMMdd"),
@@ -88,12 +90,7 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
         /// </summary>
         public override string ToString()
         {
-            return Invariant($"{Symbol}({ReportDate}) :: ") +
-                   Invariant($"Transaction Date: {TransactionDate} ") +
-                   Invariant($"Representative: {Representative} ") +
-                   Invariant($"House: {House} ") +
-                   Invariant($"Transaction: {Transaction} ") +
-                   Invariant($"Amount: {Amount}");
+            return Invariant($"{EndTime:yyyyMMdd}: {string.Join(",", Data.Select(x => x.ToString()))}");
         }
 
         /// <summary>
@@ -113,17 +110,7 @@ public override BaseData Clone()
                 Symbol = Symbol,
                 Time = Time,
                 EndTime = EndTime,
-                RecordDate = RecordDate,
-                ReportDate = ReportDate,
-                TransactionDate = TransactionDate,
-                Representative = Representative,
-                Transaction = Transaction,
-                Amount = Amount,
-                MaximumAmount = MaximumAmount,
-                House = House,
-                Party = Party,
-                District = District,
-                State = State,
+                Data = Data,
             };
         }
     }

QuiverQuantCongressUniverseSelectionAlgorithm.cs

@@ -35,18 +35,32 @@ public override void Initialize()
             SetCash(100000);
 
             // add a custom universe data source (defaults to usa-equity)
-            AddUniverse<QuiverQuantCongressUniverse>("QuiverQuantCongresssUniverse", Resolution.Daily, data =>
+            var universe = AddUniverse<QuiverQuantCongressUniverse>(data =>
             {
-                foreach (var datum in data)
+                foreach (QuiverQuantCongressUniverse datum in data)
                 {
                     Log($"{datum.Symbol},{datum.Representative},{datum.Amount},{datum.Transaction}");
                 }
 
                 // define our selection criteria
-                return from d in data 
+                return from QuiverQuantCongressUniverse d in data
                     where d.Amount > 200000 && d.Transaction == OrderDirection.Buy 
                     select d.Symbol;
             });
+
+            var history = History(universe, 1).ToList();
+            if (history.Count != 1)
+            {
+                throw new System.Exception($"Unexpected historical data count!");
+            }
+            foreach (var dataForDate in history)
+            {
+                var coarseData = dataForDate.ToList();
+                if (coarseData.Count < 1)
+                {
+                    throw new System.Exception($"Unexpected historical universe data!");
+                }
+            }
         }
 
         public override void OnSecuritiesChanged(SecurityChanges changes)

QuiverQuantCongressUniverseSelectionAlgorithm.py

@@ -23,7 +23,15 @@ def Initialize(self):
         self.SetCash(100000)
 
         # add a custom universe data source (defaults to usa-equity)
-        self.AddUniverse(QuiverQuantCongressUniverse, "QuiverQuantCongresssUniverse", Resolution.Daily, self.UniverseSelection)
+        universe = self.AddUniverse(QuiverQuantCongressUniverse, self.UniverseSelection)
+
+        history = self.History(universe, TimeSpan(1, 0, 0, 0))
+        if len(history) != 1:
+            raise ValueError(f"Unexpected history count {len(history)}! Expected 1")
+
+        for dataForDate in history:
+            if len(dataForDate) < 1:
+                raise ValueError(f"Unexpected historical universe data!")
 
     def UniverseSelection(self, data):
         for datum in data: