Reduce number of universe files in repo

QuantConnect · Dec 26, 2024 · e5ac38a · e5ac38a
1 parent ec0fa21
commit e5ac38a
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Showing 865 changed files with 75 additions and 11,277 deletions.
diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
@@ -118,7 +118,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 163708;
+        public long DataPoints => 162530;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -138,7 +138,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Total Orders", "5"},
             {"Average Win", "2.48%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "11.306%"},
+            {"Compounding Annual Return", "11.325%"},
             {"Drawdown", "1.500%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
@@ -123,7 +123,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 505661;
+        public long DataPoints => 504483;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs
@@ -176,7 +176,7 @@ public void Dispose()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1095;
+        public long DataPoints => 712;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs
@@ -149,7 +149,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 40329;
+        public long DataPoints => 40303;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -169,7 +169,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Total Orders", "2700"},
             {"Average Win", "0.00%"},
             {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "-99.597%"},
+            {"Compounding Annual Return", "-99.777%"},
             {"Drawdown", "4.400%"},
             {"Expectancy", "-0.724"},
             {"Start Equity", "1000000"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs
@@ -127,7 +127,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 12430;
+        public virtual long DataPoints => 5830;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -170,7 +170,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
             {"Portfolio Turnover", "0.92%"},
-            {"OrderListHash", "4c9016a8b9ae5f98b33804e00a71f827"}
+            {"OrderListHash", "c0713abdc4fb059c2be797fce36e4f36"}
         };
     }
 }
diff --git a/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
@@ -136,7 +136,7 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 24927;
+        public virtual long DataPoints => 24883;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -156,7 +156,7 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
             {"Total Orders", "2"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-79.830%"},
+            {"Compounding Annual Return", "-81.734%"},
             {"Drawdown", "4.100%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
@@ -41,7 +41,7 @@ public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : BasicTem
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 70306;
+        public override long DataPoints => 70262;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -51,7 +51,7 @@ public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : BasicTem
             {"Total Orders", "2"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-91.460%"},
+            {"Compounding Annual Return", "-92.667%"},
             {"Drawdown", "5.000%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs
@@ -36,7 +36,7 @@ public class BasicTemplateFuturesHourlyAlgorithm : BasicTemplateFuturesDailyAlgo
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 31869;
+        public override long DataPoints => 25281;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
@@ -149,7 +149,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 117100;
+        public long DataPoints => 117074;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
@@ -36,7 +36,7 @@ public class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm : BasicTemplat
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 12569;
+        public override long DataPoints => 6206;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -69,7 +69,7 @@ public class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm : BasicTemplat
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
             {"Portfolio Turnover", "0.87%"},
-            {"OrderListHash", "1721baeeb7fef254ecbb61b973e055fd"}
+            {"OrderListHash", "8b8b733248a21fc717079be54b2e844c"}
         };
     }
 }
diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
@@ -41,7 +41,7 @@ public class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm : BasicTempla
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 74460;
+        public override long DataPoints => 69693;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs
@@ -139,7 +139,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 163704;
+        public long DataPoints => 162526;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -159,7 +159,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "2"},
             {"Average Win", "1.48%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "2.963%"},
+            {"Compounding Annual Return", "2.968%"},
             {"Drawdown", "1.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs
@@ -155,7 +155,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 173831;
+        public long DataPoints => 172653;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -175,7 +175,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "3"},
             {"Average Win", "1.48%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "4.596%"},
+            {"Compounding Annual Return", "4.603%"},
             {"Drawdown", "1.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs
@@ -120,7 +120,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 5469;
+        public virtual long DataPoints => 5454;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -160,7 +160,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.15"},
-            {"Estimated Strategy Capacity", "$130000000.00"},
+            {"Estimated Strategy Capacity", "$100000000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
             {"Portfolio Turnover", "41.23%"},
             {"OrderListHash", "b9f8e1a0704c086944e5df07e0ab04d6"}

diff --git a/Algorithm.CSharp/ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
@@ -34,6 +34,6 @@ public override void Initialize()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 9079;
+        public override long DataPoints => 9064;
     }
 }
diff --git a/Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
@@ -78,7 +78,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 10883;
+        public long DataPoints => 10878;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -98,7 +98,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "1"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-99.012%"},
+            {"Compounding Annual Return", "-99.258%"},
             {"Drawdown", "6.300%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
@@ -188,7 +188,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 159728;
+        public virtual long DataPoints => 159259;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -208,7 +208,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "2"},
             {"Average Win", "7.02%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "34.248%"},
+            {"Compounding Annual Return", "34.386%"},
             {"Drawdown", "1.500%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs
@@ -173,7 +173,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 163708;
+        public long DataPoints => 162530;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -193,7 +193,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "4"},
             {"Average Win", "0.84%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "3.374%"},
+            {"Compounding Annual Return", "3.380%"},
             {"Drawdown", "1.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/...thm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs b/...thm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionA
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 898;
+        public override long DataPoints => 456;
     }
 }
diff --git a/...hm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs b/...hm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegression
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 906;
+        public override long DataPoints => 464;
     }
 }
diff --git a/...ithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs b/...ithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAl
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 898;
+        public override long DataPoints => 456;
     }
 }
diff --git a/...ithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs b/...ithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAl
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 7851;
+        public override long DataPoints => 7409;
     }
 }
diff --git a/...thm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs b/...thm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionA
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 7867;
+        public override long DataPoints => 7425;
     }
 }
diff --git a/...rithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs b/...rithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlg
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 7861;
+        public override long DataPoints => 7419;
     }
 }
diff --git a/...hm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs b/...hm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegression
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 444586;
+        public override long DataPoints => 444144;
     }
 }
diff --git a/...m.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs b/...m.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressio
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 445550;
+        public override long DataPoints => 445108;
     }
 }
diff --git a/...thm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs b/...thm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionA
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 445184;
+        public override long DataPoints => 444742;
     }
 }
diff --git a/Algorithm.CSharp/ContinuousFuturesDailyRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFuturesDailyRegressionAlgorithm.cs
@@ -109,7 +109,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1266;
+        public long DataPoints => 833;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/DefaultFutureChainRegressionAlgorithm.cs b/Algorithm.CSharp/DefaultFutureChainRegressionAlgorithm.cs
@@ -62,7 +62,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 71591;
+        public long DataPoints => 70735;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/DelistedFutureLiquidateDailyRegressionAlgorithm.cs b/Algorithm.CSharp/DelistedFutureLiquidateDailyRegressionAlgorithm.cs
@@ -28,7 +28,7 @@ public class DelistedFutureLiquidateDailyRegressionAlgorithm : DelistedFutureLiq
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 1689;
+        public override long DataPoints => 1220;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -38,7 +38,7 @@ public class DelistedFutureLiquidateDailyRegressionAlgorithm : DelistedFutureLiq
             {"Total Orders", "2"},
             {"Average Win", "7.78%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "38.452%"},
+            {"Compounding Annual Return", "38.609%"},
             {"Drawdown", "0.200%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs b/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
@@ -92,7 +92,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 288594;
+        public virtual long DataPoints => 288125;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -112,7 +112,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Total Orders", "2"},
             {"Average Win", "7.02%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "34.248%"},
+            {"Compounding Annual Return", "34.386%"},
             {"Drawdown", "1.500%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},