Setup strategy with universe. This will speed up future calculations
        and updates.

def setup(self, universe):
        """
        Setup strategy with universe. This will speed up future calculations
        and updates.
        """
        # save full universe in case we need it
        self._original_data = universe

        # determine if needs paper trading
        # and setup if so
        if self is not self.parent:
            self._paper_trade = True
            self._paper_amount = 1000000

            paper = deepcopy(self)
            paper.parent = paper
            paper.root = paper
            paper._paper_trade = False
            paper.setup(self._original_data)
            paper.adjust(self._paper_amount)
            self._paper = paper

        # setup universe
        funiverse = universe

        if self._universe_tickers is not None:
            # if we have universe_tickers defined, limit universe to
            # those tickers
            valid_filter = list(set(universe.columns)
                                .intersection(self._universe_tickers))

            funiverse = universe[valid_filter].copy()

            # if we have strat children, we will need to create their columns
            # in the new universe
            if self._has_strat_children:
                for c in self._strat_children:
                    funiverse[c] = np.nan

            # must create to avoid pandas warning
            funiverse = pd.DataFrame(funiverse)

        self._universe = funiverse
        # holds filtered universe
        self._funiverse = funiverse
        self._last_chk = None

        # We're not bankrupt yet
        self.bankrupt = False

        # setup internal data
        self.data = pd.DataFrame(index=funiverse.index,
                                 columns=['price', 'value', 'cash', 'fees'],
                                 data=0.0)

        self._prices = self.data['price']
        self._values = self.data['value']
        self._cash = self.data['cash']
        self._fees = self.data['fees']

        # setup children as well - use original universe here - don't want to
        # pollute with potential strategy children in funiverse
        if self.children is not None:
            [c.setup(universe) for c in self._childrenv]