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QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel Class Reference

Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model. More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel:
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Public Member Functions

 CompositeUniverseSelectionModel (params IUniverseSelectionModel[] universeSelectionModels)
 Initializes a new instance of the CompositeUniverseSelectionModel class More...
 
 CompositeUniverseSelectionModel (params PyObject[] universeSelectionModels)
 Initializes a new instance of the CompositeUniverseSelectionModel class More...
 
 CompositeUniverseSelectionModel (PyObject universeSelectionModel)
 Initializes a new instance of the CompositeUniverseSelectionModel class More...
 
void AddUniverseSelection (IUniverseSelectionModel universeSelectionModel)
 Adds a new IUniverseSelectionModel More...
 
void AddUniverseSelection (PyObject pyUniverseSelectionModel)
 Adds a new IUniverseSelectionModel More...
 
override DateTime GetNextRefreshTimeUtc ()
 Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes. More...
 
override IEnumerable< UniverseCreateUniverses (QCAlgorithm algorithm)
 Creates the universes for this algorithm. More...
 

Detailed Description

Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model.

Definition at line 29 of file CompositeUniverseSelectionModel.cs.

Constructor & Destructor Documentation

◆ CompositeUniverseSelectionModel() [1/3]

QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CompositeUniverseSelectionModel ( params IUniverseSelectionModel[]  universeSelectionModels)

Initializes a new instance of the CompositeUniverseSelectionModel class

Parameters
universeSelectionModelsThe individual universe selection models defining this composite model

Definition at line 38 of file CompositeUniverseSelectionModel.cs.

◆ CompositeUniverseSelectionModel() [2/3]

QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CompositeUniverseSelectionModel ( params PyObject[]  universeSelectionModels)

Initializes a new instance of the CompositeUniverseSelectionModel class

Parameters
universeSelectionModelsThe individual universe selection models defining this composite model

Definition at line 52 of file CompositeUniverseSelectionModel.cs.

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◆ CompositeUniverseSelectionModel() [3/3]

QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CompositeUniverseSelectionModel ( PyObject  universeSelectionModel)

Initializes a new instance of the CompositeUniverseSelectionModel class

Parameters
universeSelectionModelThe individual universe selection model defining this composite model

Definition at line 69 of file CompositeUniverseSelectionModel.cs.

Member Function Documentation

◆ AddUniverseSelection() [1/2]

void QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.AddUniverseSelection ( IUniverseSelectionModel  universeSelectionModel)

Adds a new IUniverseSelectionModel

Parameters
universeSelectionModelThe universe selection model to add

Definition at line 79 of file CompositeUniverseSelectionModel.cs.

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◆ AddUniverseSelection() [2/2]

void QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.AddUniverseSelection ( PyObject  pyUniverseSelectionModel)

Adds a new IUniverseSelectionModel

Parameters
pyUniverseSelectionModelThe universe selection model to add

Definition at line 88 of file CompositeUniverseSelectionModel.cs.

◆ GetNextRefreshTimeUtc()

override DateTime QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.GetNextRefreshTimeUtc ( )
virtual

Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes.

Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.

Definition at line 101 of file CompositeUniverseSelectionModel.cs.

◆ CreateUniverses()

override IEnumerable<Universe> QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CreateUniverses ( QCAlgorithm  algorithm)
virtual

Creates the universes for this algorithm.

Parameters
algorithmThe algorithm instance to create universes for
Returns
The universes to be used by the algorithm

Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.

Definition at line 111 of file CompositeUniverseSelectionModel.cs.


The documentation for this class was generated from the following file: