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[codex] Preserve universe selection order#9438

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aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37:codex/fix-universe-selection-order
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[codex] Preserve universe selection order#9438
aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37:codex/fix-universe-selection-order

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Summary

  • Track the insertion order assigned by UniverseManager when universes are added to an algorithm
  • Preserve that insertion order when SubscriptionSynchronizer runs universe selection for universes with the same resolution
  • Add coverage for the universe insertion order assigned by UniverseManager

Issue

Fixes #9435

Testing

  • dotnet build Engine/QuantConnect.Lean.Engine.csproj --no-restore --nologo -v:q -clp:ErrorsOnly
  • dotnet build Tests/QuantConnect.Tests.csproj -c Release --no-restore --nologo -v:q -clp:ErrorsOnly -p:RunAnalyzers=false -m:1 -p:UseSharedCompilation=false
  • Attempted focused test: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Common.Securities.UniverseManagerTests.AssignsSelectionOrderWhenUniverseAdded" --logger "console;verbosity=minimal"
    • Blocked locally by Windows Application Control: An Application Control policy has blocked this file. (0x800711C7) for Tests/bin/Release/QuantConnect.Tests.dll.

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Inconsistent ordering or universe selection function calls

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