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Getting raw data in universe selection with DataNormalizationMode.Raw

Hi : 

I got a question about raw data feed in AddUniverseSelection selection. It appears code line "SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.Raw));" does not get raw data when I backtest the prices for year 2017.  This was the observation in Coarse/Fine/manual universe selection. as well as implementing "CustomSecurityInitializer" method. 

1) Am I implementing this right? How do I get raw data fed into algorithms while backtesting?

2) Visual studio alerts me that. SetDataNormalizationMode = "This method is obsolete. Use the 'SubscriptionDataConfig' exposed by 'SubscriptionManager' and the 'SetDataNormalizationMode()' extension method".  How do I hook into SubscriptionManager SubscriptionDataConfig method? It would be really helpful if you can provide me with a code snippet.

thank you

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Hi Eric Akmeemana ,

I ran the backtest you provided and the values in the plot are MSFT raw prices. Please remove/comment out
SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.Raw));
and see that the values in the graph are different.

Since the algorithm is using universe selection, you should rather use
UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
then using SubscriptionManager in this case.

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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.


Update Backtest





0

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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