Unify alternative-data chain templates and fix non-chain bugs#2409
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AlexCatarino merged 2 commits intoMay 13, 2026
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- alternative-data-universe-eodhdupcomingipos: drop invalid `from QuantConnect.DataSource.EODHD import DealType` Py import (EODHD is a class, not a module); guard C# `Min().Value` against an all-null price band so the algorithm no longer throws "Nullable object must have a value". - alternative-data-universe-quivercnbcsuniverse, alternative-data-universe-quiverquantcongressuniverse, alternative-data-universe-smartinsiderintentionuniverse, alternative-data-universe-smartinsidertransactionuniverse: set `seed_initial_prices = True` so newly-joined equities have a price at the 9:00 ET rebalance, guard rebalance with a `price > 0` filter, and cap individual weights at `min(1/N, 0.1)` so sparse-day universes don't trigger insufficient-buying-power rejections. - alternative-data-universe-smartinsiderintentionuniverse: drop the `USDMarketCap > 100_000_000` filter (the field isn't populated for intention records in the dataset, so the filter rejected every row). - custom-indicator Py: set `data_normalization_mode = RAW` to match the C# template so both implementations consume the same SPY series.
…attern All 14 alt-data chain templates now share one shape, with only the alt-data filter expression differing between them: - First universe stores every US Equity fundamental and emits Universe.Unchanged. - Second universe filters alt-data into a `alt` set, plots its size as Universe/Raw, then intersects with the cached fundamentals and keeps the 100 most liquid by dollar volume. - Scheduled rebalance at 9:00 ET with a `min(1/N, 0.1)` weight cap so sparse-day universes don't trigger insufficient-buying-power rejections. - C# uses method-syntax LINQ throughout. Other changes folded in: - alternative-data-chain-universe-eodhdupcomingipos: maintain an `_ipo_dates` map and trade an IPO seven days after the listing so Morningstar fundamentals have caught up. Previously the chain produced zero orders because IPO names aren't yet in the fundamental universe. - alternative-data-chain-universe-smartinsiderintentionuniverse: drop the unused `USDMarketCap > 100_000_000` filter (the field isn't populated for intention records). - alternative-data-chain-universe-quiverquantcongressuniverse: fix C# `OfType<QuiverCongressDataPoint>` to `OfType<QuiverQuantCongressUniverse>` so the same rows that Python iterates are visible to C#. Doc examples in `03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/` updated to match: the fundamental + alt-data example now actually trades (1458 orders, +14.35%, Sharpe 1.65), and the ETF + alt-data example ranks by `Weight` and drops alt names that aren't in SPY (889 orders, +12.15%, Sharpe 1.78).
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Summary
alternative-data-chain-universe-*project templates around one shape — only the alt-data filter expression differs between them. The first universe caches every US Equity fundamental, the second intersects the alt-data filter with that cache, ranks by dollar volume, and keeps the 100 most liquid. A scheduled 9:00 ET rebalance applies amin(1/N, 0.1)weight cap so sparse-day universes don't hit insufficient-buying-power rejections.eodhdupcomingiposPy, guardMin().Valueon an all-null price band ineodhdupcomingiposC#, addseed_initial_prices = Trueso newly-joined equities have a price at the 9:00 rebalance, and drop the unpopulatedUSDMarketCapfilter insmartinsiderintentionuniverse.Chain Fundamental and Alternative DataandChain ETF and Alternative Datadoc examples to the new pattern so they actually trade.custom-indicatorPy to useDataNormalizationMode.RAWto match the C# template.Test plan
python project-templates/python/run_syntax_check.py— 100% across all 72 Python templates.