LEAN Cloud Backtest

WHENWhen implementing a FundamentalUniverseSelectionModel subclass in C#

ACTIONOverride the Select() method with a fundamental filtering selector or provide it as a constructor parameter

CONSEQUENCENotImplementedException will be thrown at runtime when universe selection is attempted, causing the algorithm to fail during backtesting or live trading

WHENWhen implementing a universe selection model in C#

ACTIONImplement CreateUniverses() method to return IEnumerable<Universe>

CONSEQUENCENotImplementedException will be thrown, preventing the algorithm from initializing and starting the backtest or live trading session

WHENWhen using Python selector functions with FundamentalUniverseSelectionModel

ACTIONConvert Python functions via TrySafeAs() and ConvertToUniverseSelectionSymbolDelegate()

CONSEQUENCEPythonNet cannot natively convert python methods to Func delegates, causing the selector to be null and triggering NotImplementedException at runtime