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universality of set_universe

Hi,

Is it on the roadmap for set_universe to be allowed to be called from handle_data? Alternatively, can a bot request that it be re-initialized (to give it a chance to change its universe)? I'm finding that setting the universe once and for all is quite limiting for some strategies I'd like to deploy.

Thanks!

2 responses

Help says: "The DollarVolumeUniverse updates quarterly on the last trading day of March, June, September, and December". Due to lazy logic, my DollarVolume algorithms rebalance every 90 days so that they stay close and it might be interesting to track whether DollarVolume is collapsing weekly and get out. No idea how many stocks drop in and out every quarter.

I'm not referring to which stocks might happen to be in a given sliver at a particular time. Rather I am referring to changing which sliver comprises the universe itself for a given algorithm.