I would like to get Options data for set of symbols once per week (tuesday) and do all calculation on this day. I would like to ignore other days to make backtest faster.
When I add this line to coarse universe and options filter, the algo doesn't do anything:
if self.time.weekday() != 1 and self.time.weekday() != 2:
return Universe.UNCHANGED
I kindly ask for tips to speed up my backtests. If I add 100 symbols or more, the backtest is really slow.
Mia Alissi
The code provided still contains an issue with the
add_universe
method. Theadd_universe
method expects a callable that takesIEnumerable[BaseData]
and returnsIEnumerable[Symbol]
. The current function signature does not match this expectation. To resolve this, ensure that the function signature for_fundamental_function
matches the expected types.Sources: Chained Universes - QuantConnect.com, Options Universes - QuantConnect.com, Coarse Fine Option Universe Chain Regression Algorithm, Option Chained Universe Selection Model Regression Algorithm, Leveraged ETFs With Systematic Risk Management
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Mislav Sagovac
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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