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Custom data type universe - python support #8618

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JosueNina
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@JosueNina JosueNina commented Mar 6, 2025

Description

Cache custom universe and security Python data types in order to be able to get the correct config for history requests when pythonnet resolves custom data types to PythonData for generic arguments, causing loss of reference of the actual Python type.

Related Issue

Closes #8477

Motivation and Context

Requires Documentation Change

N/A

How Has This Been Tested?

Unit tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

jhonabreul and others added 4 commits February 26, 2025 12:12
Use this cache to get the correct config for history requests since pythonnet will always pass PythonData and we lose reference to the actual Python type
@JosueNina JosueNina force-pushed the bug-8477-custom-python-universe branch from 4414d64 to c922e0e Compare March 6, 2025 16:33
@JosueNina JosueNina force-pushed the bug-8477-custom-python-universe branch from 6026b51 to 53e59d9 Compare March 7, 2025 20:49
@JosueNina JosueNina changed the title WIP: Bug 8477 custom python universe Custom python universe support Mar 7, 2025
@JosueNina JosueNina changed the title Custom python universe support Custom data type universe - python support Mar 10, 2025
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@Martin-Molinero Martin-Molinero left a comment

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Thank you!

@Martin-Molinero Martin-Molinero merged commit 09ca345 into QuantConnect:master Mar 10, 2025
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History request for custom universe objects
3 participants