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QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel Class Reference

Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols More...

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

 CustomUniverseSelectionModel (string name, Func< DateTime, IEnumerable< string >> selector)
 Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More...
 
 CustomUniverseSelectionModel (string name, PyObject selector)
 Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More...
 
 CustomUniverseSelectionModel (SecurityType securityType, string name, string market, Func< DateTime, IEnumerable< string >> selector, UniverseSettings universeSettings, TimeSpan interval)
 Initializes a new instance of the CustomUniverseSelectionModel class More...
 
 CustomUniverseSelectionModel (SecurityType securityType, string name, string market, PyObject selector, UniverseSettings universeSettings, TimeSpan interval)
 Initializes a new instance of the CustomUniverseSelectionModel class More...
 
override IEnumerable< UniverseCreateUniverses (QCAlgorithm algorithm)
 Creates the universes for this algorithm. Called at algorithm start. More...
 
virtual IEnumerable< string > Select (QCAlgorithm algorithm, DateTime date)
 
override string ToString ()
 Returns a string that represents the current object More...
 
- Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel
virtual DateTime GetNextRefreshTimeUtc ()
 Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes. More...
 

Detailed Description

Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols

Definition at line 30 of file CustomUniverseSelectionModel.cs.

Constructor & Destructor Documentation

◆ CustomUniverseSelectionModel() [1/4]

QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.CustomUniverseSelectionModel ( string  name,
Func< DateTime, IEnumerable< string >>  selector 
)

Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings

Parameters
nameA unique name for this universe
selectorFunction delegate that accepts a DateTime and returns a collection of string symbols

Definition at line 46 of file CustomUniverseSelectionModel.cs.

◆ CustomUniverseSelectionModel() [2/4]

QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.CustomUniverseSelectionModel ( string  name,
PyObject  selector 
)

Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings

Parameters
nameA unique name for this universe
selectorFunction delegate that accepts a DateTime and returns a collection of string symbols

Definition at line 58 of file CustomUniverseSelectionModel.cs.

◆ CustomUniverseSelectionModel() [3/4]

QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.CustomUniverseSelectionModel ( SecurityType  securityType,
string  name,
string  market,
Func< DateTime, IEnumerable< string >>  selector,
UniverseSettings  universeSettings,
TimeSpan  interval 
)

Initializes a new instance of the CustomUniverseSelectionModel class

Parameters
securityTypeThe security type of the universe
nameA unique name for this universe
marketThe market of the universe
selectorFunction delegate that accepts a DateTime and returns a collection of string symbols
universeSettingsThe settings used when adding symbols to the algorithm, specify null to use algorithm.UniverseSettings
intervalThe interval at which selection should be performed

Definition at line 72 of file CustomUniverseSelectionModel.cs.

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◆ CustomUniverseSelectionModel() [4/4]

QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.CustomUniverseSelectionModel ( SecurityType  securityType,
string  name,
string  market,
PyObject  selector,
UniverseSettings  universeSettings,
TimeSpan  interval 
)

Initializes a new instance of the CustomUniverseSelectionModel class

Parameters
securityTypeThe security type of the universe
nameA unique name for this universe
marketThe market of the universe
selectorFunction delegate that accepts a DateTime and returns a collection of string symbols
universeSettingsThe settings used when adding symbols to the algorithm, specify null to use algorithm.UniverseSettings
intervalThe interval at which selection should be performed

Definition at line 89 of file CustomUniverseSelectionModel.cs.

Member Function Documentation

◆ CreateUniverses()

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

Creates the universes for this algorithm. Called at algorithm start.

Returns
The universes defined by this model

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

Definition at line 105 of file CustomUniverseSelectionModel.cs.

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◆ Select()

virtual IEnumerable<string> QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.Select ( QCAlgorithm  algorithm,
DateTime  date 
)
virtual

Parameters
algorithm
date
Returns

Reimplemented in QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel.

Definition at line 130 of file CustomUniverseSelectionModel.cs.

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◆ ToString()

override string QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.ToString ( )

Returns a string that represents the current object


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