What is the difference between using the classic and algorithm framework in universe selection?
self.AddUniverse(self.CoarseFilterFunction, self.FineFundamentalFunction)
vrs
self.AddUniverseSelection(FineFundamentalUniverseSelectionModel(self.SelectCoarse, self.SelectFine))
Thanks,
Louis Szeto
Hi Ezra
In terms of programming pattern, framework AddUniverseSelection has the whole logic is move out of the basic algorithm, making the refinement and maintenance of the algorithm easier, while AddUniverse can chain universe as it has direct access on the algorithm. The functionality are similar, except the classic AddUniverse will return a universe reference. Anyway, if you only consider the selection function, they are pretty much the same.
Best
Louis
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Ezra Citron
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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