QuantConnect / QuantConnect/Lean

AlgorithmManager removal of delisted securities

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consistency refactor
Dominant language
C#
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Forks
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Avg merge
2d 22h
Merged PRs (30d)
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Description

Expected Behavior
  • AlgorithmManager does not need to temper with universes members nor drive them
Actual Behavior
  • AlgorithmManager.HandleDelistedSymbols is manually going through all the universes and removing the delisted security, this is not following the normal procedure of removing a security from a universe which triggers universe selection and cleans up subscriptions/SubscriptionDataConfig at the data feed layer. Found when testing https://github.com/QuantConnect/Lean/pull/4804
Potential Solution
  • Refactor removal of delisted securities so it's handled internally by the data feed and the universes
Reproducing the Problem

N/A

System Information

N/A

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with AlgorithmManager.HandleDelistedSymbols and compare its manual universe removal with the normal security-removal path in the data feed and universes. Review the behavior observed while testing pull request 4804. Done means delisted securities are handled internally by the data feed and universes, including the usual universe-selection and subscription cleanup.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
backend, data
Issue type
Refactor
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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