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On `Universe` and `ObjectStore`: Is it a good practice to run the `UniverseSelectionModel` on a weekly basis, save the resulting symbols to the `ObjectStore`, and then load these symbols from the `ObjectStore` on subsequent days to speed up the algorithm’s initialization?
2. On `ATR` Indicator Resolution: My universe selection provides data at `Resolution.DAILY`, but I have registered an `ATR` indicator for these symbols at `Resolution.MINUTE`. Does QuantConnect automatically handle this resolution mismatch by warming up the necessary minute data for the daily symbols, or will this approach lead to errors or inaccurate indicator values?
3. On `BenzingaNews` Timestamps: For processing news events in real-time as they are released, which property of the `BenzingaNews` object should be used for the most accurate timestamp? Is `news.end_time` the correct property to compare against the current algorithm time (`self.time`)?
4. On `self.notify.telegram` Reliability: For a live trading algorithm that may generate a high volume of alerts, is the built-in `self.notify.telegram()` method reliable enough, or is it best practice to implement a custom queuing system with rate-limiting to avoid any potential issues with Telegram’s API limits?
5. On `SetWarmup` with Dynamic Universes: How does `set_warmup()` interact with a `UniverseSelectionModel`? If I set a warmup period, is that warmup logic applied to new securities that are added to the universe by the selection model after the initial algorithm warmup has already completed?
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Mia Alissi
Here are concise expert answers to each of 'مطلق's' questions:
Universe & ObjectStore: Saving weekly UniverseSelectionModel results to ObjectStore and reloading them for faster initialization is an acceptable practice—especially if your selection is computationally intensive or relies on outside data. However, this only helps with cold starts (e.g., redeploys). During normal operation, QuantConnect already caches universe memberships, so day-to-day speed gains are negligible. Make sure you periodically update the store (refresh universe) to manage corporate events or delistings.
ATR Indicator Resolution Mismatch: If your universe runs at Resolution.DAILY, but you register an ATR indicator at Resolution.MINUTE, QuantConnect will automatically create a minute-resolution data subscription for those universe symbols. The indicator will function with the intended fidelity, but be watchful of your subscription/data usage constraints both in backtest and live trading.
BenzingaNews Timestamp: For real-time processing and accurate event timing, use the
end_timeproperty of BenzingaNews. QuantConnect'send_timetypically reflects the precise publication or availability time, making it superior for aligning withself.Time.self.notify.telegram() Reliability: For low or moderate alert frequency,
self.notify.telegram()is reliable. But if you anticipate high-frequency alerts, you should implement your own queuing and rate-limiting layer due to Telegram and QuantConnect’s throughput limits (roughly 30 messages/sec). This prevents dropped or rate-limited messages during bursts.set_warmup() and Dynamic Universe: The
set_warmup()method is only executed at algorithm startup. Securities entering your universe after the warmup phase do not get automatically "warmed up." You must manually request historical data or seed indicators (via History or WarmUpIndicator) for these new symbols inOnSecuritiesChangedor similar handlers.Sources: Warm Up Periods - QuantConnect.com, Key Concepts - QuantConnect.com, Key Concepts - QuantConnect.com, Sma Cross Universe Selection Algorithm, Warmup Algorithm
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.
مطلق الشمري
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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