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Say that I want to use multiple Alpha models, and each requires its own Universe.
Say I configure the Universes differently, for instance they have different sets of Symbols, and Universe 1 might have Resolution Minute and active outside of market hour, while Universe 2 has hourly resolution and 0only fires during Market hours.
I would like to be able to know, inside Alpha's "Update" method, from which Universe the current Slice comes from, so that Alpha model 1 would only act on data coming from Universe 1, and Alpha 2 would only act on data coming from Universe 2.
Are you aware of any way to find out from which Universe the current Slice comes from?
Varad Kabade
Hi R G Quant,
When using two universe selection models and two alpha models, we need to note that the OnSecuritiesChanged event handler will receive the same changes; therefore, we need to pass the list of Symbols relevant to the respective alpha model during initialization. Refer to the following thread, for example, on the above.
Best,
Varad Kabade
R G Quant
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