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Inconsistent ordering or universe selection function calls #9435

@DerekMelchin

Description

@DerekMelchin

Expected Behavior

When we add multiple universes to an algorithm, the selection functions fire in the same order that we added the universes to the algorithm.

Actual Behavior

The order in which the universe selection functions are called seem random.

Potential Solution

N/A

Reproducing the Problem

Run this algorithm multiple times:

class MultipleUniverseAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 9, 1)
        self.set_end_date(2024, 9, 10)
        self.add_universe(self._select_assets_1)
        self.add_universe(self._select_assets_2)
        self.add_universe(self._select_assets_3)

    def _select_assets_1(self, fundamentals):
        self.log(f"{self.time} - 1")
        return []

    def _select_assets_2(self, fundamentals):
        self.log(f"{self.time} - 2")
        return []

    def _select_assets_3(self, fundamentals):
        self.log(f"{self.time} - 3")
        return []

The log file shows that sometimes the selection functions run in order 2->1->3, sometimes it's 3->2->1.

System Information

QC Cloud

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  • 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

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