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This change adds two methods, one to epxlicitly\nset the contracts to be selected and another that mirrors the way universe\nselection works, by providing a function that accepts the full set of contract\nsymbols and returns the filtered set of contract symbols. This enables LINQ\nfiltering of the contract universe.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/195231b9e0323a1f395203e63a40856e99fa4e52"},{"sha":"8843961282a51e40a635799adae87bd95d9991b0","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Add Future.IsFutureChain and Future.IsFutureContract flags\n\nThese flags allow algorithms to test a future security object to see if it\nrepresents an actual futures contract or the entire futures chain.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/8843961282a51e40a635799adae87bd95d9991b0"},{"sha":"ede93b60deb2e56bdf4ff8e3023d3ae8ec617ef4","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Add Contracts function to FutureFilterUniverse\n\nFutureFilterUniverse was lacking a means of explicitly setting the set of\ncontract symbols to be selected, which means algorithms had to use the\nvairous helper methods but wereunable to define their own selection function\nfor the ontract universe. This change adds two methods, one to explicitly\nset the contracts to be selected and another that mirrors the way universe\nselection works, by providing a function that accept sthe full set of contract\nsymbols and returns the filtered set of contract symbols. This enables LINQ\nfiltering of the contract universe.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/ede93b60deb2e56bdf4ff8e3023d3ae8ec617ef4"},{"sha":"47dd6fae1eccca08efe15d454627b20b9c2382da","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Add OptionFilterUniverse.SetFilter overload for only expirations\n\nWithout this helpers users would need to call .\nWe provide a helper for strikes only but not expirations only. This change adds the\nmissing helper. A similar method is also available for futures.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/47dd6fae1eccca08efe15d454627b20b9c2382da"},{"sha":"1c2fd66027cca203716a9261cb541cd7deb5474c","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Add OnlyApplyFilterAtMarketOpen to option/future filters\n\nSometimes we want to make decisions based on strike prices but still only\nwant the filter to be executed at market open and run once per day. Without\nthis change there was no way to force this behavior. Also, using this\nmethod can greatly improve system performance by not running the contract\nfilter on every time step.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/1c2fd66027cca203716a9261cb541cd7deb5474c"},{"sha":"353e62c6e9530101861f6e4bcf96a49bb5face36","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Make universe selection models overrideable","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/353e62c6e9530101861f6e4bcf96a49bb5face36"},{"sha":"0b2344f930c24876b015b666188bb88ec88b945b","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Make alpha models overrideable","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/0b2344f930c24876b015b666188bb88ec88b945b"},{"sha":"1e2e9cf11e4aa2488aa8a1bf897903b064a14d57","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Make portfolio construction models overrideable","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/1e2e9cf11e4aa2488aa8a1bf897903b064a14d57"},{"sha":"d3bf5159ca0edcf56a31b747ead4ab05f8c9295b","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Make execution models overrideable","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/d3bf5159ca0edcf56a31b747ead4ab05f8c9295b"},{"sha":"534c95902cd81851498e85dbfc55513786261e18","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Use VWAP indicator from indicators project\n\nThe volume weighted average price execution model had its own implementation\nof VWAP since the existing VWAP didn't perform the daily reset. The intraday\nVWAP indicator has since been added to the indicators project so this is just\nduplicate code.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/534c95902cd81851498e85dbfc55513786261e18"},{"sha":"d3d331f1005c3f8d0cc70b77a170d10f8e55887d","author":{"name":"Michael Handschuh","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Make risk management models overrideable","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/d3d331f1005c3f8d0cc70b77a170d10f8e55887d"},{"sha":"498444854d1267c9771dfed34888c24e3d193a53","author":{"name":"Michael","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Merge pull request #1969 from QuantConnect/feature-1967-improve-filte-universe-usage\n\nAdd more contract filter helpers","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/498444854d1267c9771dfed34888c24e3d193a53"},{"sha":"575d3072976fd3cbab48c81457a673e4395eb8a8","author":{"name":"Michael","email":"66103e65c7893e2702853ac700df9599c5092236@gmail.com"},"message":"Merge pull request #1974 from QuantConnect/feature-1970-make-framework-models-overrideable\n\nMake framework models overrideable","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/575d3072976fd3cbab48c81457a673e4395eb8a8"},{"sha":"b476e22e4162ab4edcbe1aba61e58dd3fbf73bc5","author":{"name":"AlexCatarino","email":"6c05bb5f00b0c3094518cf46773079626c0ccea9@gmail.com"},"message":"Implements EmaCrossUniverseSelectionModel\n\nAdds EmaCrossUniverseSelectionModel and EmaCrossUniverseSelectionFrameworkAlgorithm to show the new model in action","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/b476e22e4162ab4edcbe1aba61e58dd3fbf73bc5"},{"sha":"433feff1dfacfdcea85e3374526dbbfebdcff2fb","author":{"name":"AlexCatarino","email":"6c05bb5f00b0c3094518cf46773079626c0ccea9@gmail.com"},"message":"Implements python version of FundamentalUniverseSelectionModel\n\n- This version serves two purposes: example of universe selection model and base class for other universe selection models, since the pythonnet doesn't deal well with inheritance of abstract classes.\n\n- Adds PyObject overload to `CoarseFundamentalUniverse`.","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/433feff1dfacfdcea85e3374526dbbfebdcff2fb"},{"sha":"04f357f2b811f08cc1096d5b7c1c7a117c3fcad9","author":{"name":"AlexCatarino","email":"6c05bb5f00b0c3094518cf46773079626c0ccea9@gmail.com"},"message":"Implements python version of EmaCrossUniverseSelectionModel\n\nAdds EmaCrossUniverseSelectionModel and EmaCrossUniverseSelectionFrameworkAlgorithm to show the new model in action","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/04f357f2b811f08cc1096d5b7c1c7a117c3fcad9"},{"sha":"5d6dea6473b46c69836201f7a75fd7b0bb4aceb6","author":{"name":"AlexCatarino","email":"6c05bb5f00b0c3094518cf46773079626c0ccea9@gmail.com"},"message":"Simplify EmaCrossUniverseSelectionModel by using list instread of dict","distinct":true,"url":"https://api.github.com/repos/remydawson/Lean/commits/5d6dea6473b46c69836201f7a75fd7b0bb4aceb6"}]}
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