Lean
$LEAN_TAG$
|
Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols More...
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< Universe > | CreateUniverses (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... | |
Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols
Definition at line 30 of file CustomUniverseSelectionModel.cs.
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
name | A unique name for this universe |
selector | Function delegate that accepts a DateTime and returns a collection of string symbols |
Definition at line 46 of file CustomUniverseSelectionModel.cs.
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
name | A unique name for this universe |
selector | Function delegate that accepts a DateTime and returns a collection of string symbols |
Definition at line 58 of file CustomUniverseSelectionModel.cs.
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
securityType | The security type of the universe |
name | A unique name for this universe |
market | The market of the universe |
selector | Function delegate that accepts a DateTime and returns a collection of string symbols |
universeSettings | The settings used when adding symbols to the algorithm, specify null to use algorithm.UniverseSettings |
interval | The interval at which selection should be performed |
Definition at line 72 of file CustomUniverseSelectionModel.cs.
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
securityType | The security type of the universe |
name | A unique name for this universe |
market | The market of the universe |
selector | Function delegate that accepts a DateTime and returns a collection of string symbols |
universeSettings | The settings used when adding symbols to the algorithm, specify null to use algorithm.UniverseSettings |
interval | The interval at which selection should be performed |
Definition at line 89 of file CustomUniverseSelectionModel.cs.
|
virtual |
Creates the universes for this algorithm. Called at algorithm start.
Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.
Definition at line 105 of file CustomUniverseSelectionModel.cs.
|
virtual |
algorithm | |
date |
Reimplemented in QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel.
Definition at line 130 of file CustomUniverseSelectionModel.cs.
override string QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.ToString | ( | ) |
Returns a string that represents the current object