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Cached universe data matrix feature

Open DerekMelchin opened this issue 1 year ago • 0 comments

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

Checklist

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  • [x] I have confirmed that this issue exists on the current master branch
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DerekMelchin avatar Nov 11 '24 17:11 DerekMelchin