Hello,
I want to use Coarse Universe selection at a specified time not 0:0. How I can modificate CoarseUniverse to change the time when the filter function is triggered.
I want to use
public IEnumerable<Symbol> CoarseSelectionFilter(IEnumerable<CoarseFundamental> universe)
to filter my universe.
I want to trigger the universe filtering function at 9:30 AM to filter all gappers equities.
Thanks for answers.
Rahul Chowdhury
Hi Guillaume,
It's not currently possible to choose a custom time for universe selection. However we have an open GitHub issue for its implementation. You can follow the issue for any updates regarding this feature.
Best
Rahul
Guillaume Ctl
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!