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Cached universe data matrix feature #8401

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DerekMelchin opened this issue Nov 11, 2024 · 0 comments
Open
3 tasks done

Cached universe data matrix feature #8401

DerekMelchin opened this issue Nov 11, 2024 · 0 comments
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@DerekMelchin
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Expected Behavior

LEAN automatically maintains a matrix of historical prices for all the assets currently in the universe.

Actual Behavior

Members need to manually maintain the matrix. See https://www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts#13-Historical-Asset-Prices

Potential Solution

N/A

Reproducing the Problem

System Information

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  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
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@Martin-Molinero @DerekMelchin