"n">price_only</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span> <span class="n">lg_only</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
    <span class="sd">&quot;&quot;&quot;Generates the full dataset.</span>

<span class="sd">    :param universe_dict:      The dictionary of time series</span>
<span class="sd">    :type  universe_dict:      dict</span>

<span class="sd">    :param lag:                The lag in days between series</span