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 SetDataNormalizationMode = "This method is obsolete.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
Alexandre Catarino
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.
Eric Akmeemana
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