We’re increasing the number of SIDs that you can manually enter in your algorithm from 100 to 200. This gives you the ability to create a larger stock universe and more freedom in your algorithm.
For our built-in methods, the SID limits are:
- set_universe allows you to initialize 2% (~160 stocks) in minute mode or 10% (~800 stocks) in daily mode.
- Fetcher lets you to create a custom universe of 200 securities. Within Fetcher, you can use the new universe_func to screen stocks or have them dynamically enter your algorithm.
As a reminder, larger stock universes generally pay the price of slower performance. Depending on the transformations and computations in your algo, you may run into memory or CPU limitations using a larger trading universe.
We’re working on other ways to enhance the coding experience and make it easier to develop your strategies!