Lean
$LEAN_TAG$
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Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model. More...
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< Universe > | CreateUniverses (QCAlgorithm algorithm) |
Creates the universes for this algorithm. More... | |
Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model.
Definition at line 29 of file CompositeUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CompositeUniverseSelectionModel | ( | params IUniverseSelectionModel[] | universeSelectionModels | ) |
Initializes a new instance of the CompositeUniverseSelectionModel class
universeSelectionModels | The individual universe selection models defining this composite model |
Definition at line 38 of file CompositeUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CompositeUniverseSelectionModel | ( | params PyObject[] | universeSelectionModels | ) |
Initializes a new instance of the CompositeUniverseSelectionModel class
universeSelectionModels | The individual universe selection models defining this composite model |
Definition at line 52 of file CompositeUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.CompositeUniverseSelectionModel | ( | PyObject | universeSelectionModel | ) |
Initializes a new instance of the CompositeUniverseSelectionModel class
universeSelectionModel | The individual universe selection model defining this composite model |
Definition at line 69 of file CompositeUniverseSelectionModel.cs.
void QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.AddUniverseSelection | ( | IUniverseSelectionModel | universeSelectionModel | ) |
Adds a new IUniverseSelectionModel
universeSelectionModel | The universe selection model to add |
Definition at line 79 of file CompositeUniverseSelectionModel.cs.
void QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel.AddUniverseSelection | ( | PyObject | pyUniverseSelectionModel | ) |
Adds a new IUniverseSelectionModel
pyUniverseSelectionModel | The universe selection model to add |
Definition at line 88 of file CompositeUniverseSelectionModel.cs.
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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.
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virtual |
Creates the universes for this algorithm.
algorithm | The algorithm instance to create universes for |
Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.
Definition at line 111 of file CompositeUniverseSelectionModel.cs.