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

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel:

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...

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

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.

◆ 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

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.

◆ 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

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.

Here is the call graph for this function:

◆ 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

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