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Refactor universe historical data source #7837

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Martin-Molinero
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@Martin-Molinero Martin-Molinero commented Mar 7, 2024

Description

  • Add new universe history API methods
  • Refactor QuantBook UniverseHistory to use the universe selection itself instead of a given func
  • Refactor and rename fundamental types
  • Refactor AddUniverse API to handle universe collection data which holds another type internally, like fundamental
  • Handle not providing a selector function, defaulting to select everything. Adding regression algorithms
		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

Related Issue

Closes #7836

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

Existing and new tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

- Add new universe history API methods
- Refactor QuantBook UniverseHistory to use the universe selection
  itself instead of a given func
- Refactor and rename fundamental types
- Refactor AddUniverse API to handle universe collection data which
  holds another type internally, like fundamental
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverInsiderTrading that referenced this pull request Mar 7, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.CryptoCoarseFundamentalUniverse that referenced this pull request Mar 7, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.CryptoCoarseFundamentalUniverse that referenced this pull request Mar 7, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.CoinGecko that referenced this pull request Mar 7, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.SmartInsiderIntentionsTransactions that referenced this pull request Mar 8, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
@Martin-Molinero Martin-Molinero force-pushed the refactor-universe-data-source-improvements branch from f47077d to 3f4672c Compare March 8, 2024 22:16
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.BrainSentiment that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantWallStreetBets that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantCongressTrading that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantCongressTrading that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantWikipedia that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to Martin-Molinero/Lean.DataSource.QuiverLobbying that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to Martin-Molinero/Lean.DataSource.QuiverGovernmentContracts that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to Martin-Molinero/Lean.DataSource.QuiverCNBC that referenced this pull request Mar 11, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
@Martin-Molinero Martin-Molinero merged commit 17ca8a7 into QuantConnect:master Mar 12, 2024
6 of 7 checks passed
@Martin-Molinero Martin-Molinero deleted the refactor-universe-data-source-improvements branch March 12, 2024 16:41
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverCNBC that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverLobbying that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverGovernmentContracts that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverInsiderTrading that referenced this pull request Mar 12, 2024
* Standarize implementation

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

* Add universe history request example

* Minor typo
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantCongressTrading that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantWallStreetBets that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.QuiverQuantWikipedia that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.BrainSentiment that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.SmartInsiderIntentionsTransactions that referenced this pull request Mar 12, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.CoinGecko that referenced this pull request Mar 12, 2024
* Standarize implementation

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

* Minor tz tweak
Martin-Molinero added a commit to QuantConnect/Lean.DataSource.CryptoCoarseFundamentalUniverse that referenced this pull request Mar 12, 2024
* Standarize implementation

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

* Renames

* Further API improvements
LouisSzeto pushed a commit to LouisSzeto/Lean.DataSource.BrainSentiment that referenced this pull request Apr 9, 2024
- Standarize implementation. See QuantConnect/Lean#7837
- Adjust and fix example algorithms
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Standardize Universe Design to Enable University History and Jupyter Notebook Usage
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