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I remember seeing that the universe selection function has a maximum of 1,000 symbols that can be included. Is this the same for manually selecting the assets in the initialize function? Also, has the maximum for universe selection changed at all?
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Jared Broad
Not sure where you saw that 1000 limit it's not our guidance. Our philosophy is not to limit arbitrarily with max numbers like that but to enforce only resource constraints. There's a 10minute timeout, and there are CPU and RAM constraints. If you can make your algorithm run well inside those constraints you can ask for as many securities as you like.
e.g. A C# algorithm, doing nothing, could probably handle all 8,000 securities.Â
If you run into issues of the backtest no finishing or algorithms dying then you'll need to reduce the assets or make the algorithm more efficient.Â
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Nathan Miller
Jared Broad Good to know. Thanks for the info and clarification!
Nathan Miller
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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