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Respect minimum time in universe always (#7379)
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- Always respect the minimum time in universe even if we haven't gotten
  any data point yet. This is specially useful for live trading options
  which are illiquid
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Martin-Molinero authored Jul 17, 2023
1 parent 026ba6e commit e2ee42a
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Showing 5 changed files with 4 additions and 11 deletions.
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Expand Up @@ -95,7 +95,7 @@ public override DateTime GetNextRefreshTimeUtc()
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public long DataPoints => 3547404;
public long DataPoints => 3547410;

/// <summary>
/// Data Points count of the algorithm history
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Expand Up @@ -35,6 +35,6 @@ public override void Initialize()
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public override long DataPoints => 3547401;
public override long DataPoints => 3547407;
}
}
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Expand Up @@ -34,6 +34,6 @@ public override void Initialize()
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public override long DataPoints => 3547401;
public override long DataPoints => 3547407;
}
}
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Expand Up @@ -50,6 +50,6 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public override long DataPoints => 556822;
public override long DataPoints => 558446;
}
}
7 changes: 0 additions & 7 deletions Common/Data/UniverseSelection/Universe.cs
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Expand Up @@ -141,13 +141,6 @@ public virtual bool CanRemoveMember(DateTime utcTime, Security security)
return true;
}

// if we haven't begun receiving data for this security then it's safe to remove
var lastData = security.Cache.GetData();
if (lastData == null)
{
return true;
}

Member member;
if (Securities.TryGetValue(security.Symbol, out member))
{
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