public override void OnSecuritiesChanged(SecurityChanges changes)
{
foreach (var tmp in UniverseManager.ActiveSecurities)
{
Symbol _symbol = tmp.Key;
if (!allSymbols.ContainsKey(_symbol))
{
IndicatorSet iSet = new IndicatorSet(this, _symbol, strategySignals);
iSet.AddIndicators();
allSymbols.Add(_symbol, iSet);
Streaks.Add(_symbol, new Streak());
if (DoDebug)
{
Debug("Added instrument: " + _symbol.Value.ToString());
}
}
}
_universeChanges = changes;
foreach (var tmp in changes.RemovedSecurities)
{
Liquidate(tmp.Symbol, "Removed");
}
}
