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Universe selection model that selects the constituents of an ETF. More...
Public Member Functions | |
ETFConstituentsUniverseSelectionModel (Symbol etfSymbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc) | |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class More... | |
ETFConstituentsUniverseSelectionModel (Symbol etfSymbol, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc) | |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class More... | |
ETFConstituentsUniverseSelectionModel (Symbol etfSymbol, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null) | |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class More... | |
ETFConstituentsUniverseSelectionModel (string etfTicker, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc) | |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class More... | |
ETFConstituentsUniverseSelectionModel (string etfTicker, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc) | |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class More... | |
ETFConstituentsUniverseSelectionModel (string etfTicker, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null) | |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class More... | |
override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
Creates a new ETF constituents universe using this class's selection function 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... | |
Universe selection model that selects the constituents of an ETF.
Definition at line 26 of file ETFConstituentsUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel | ( | Symbol | etfSymbol, |
UniverseSettings | universeSettings, | ||
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> | universeFilterFunc | ||
) |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
etfSymbol | Symbol of the ETF to get constituents for |
universeSettings | Universe settings |
universeFilterFunc | Function to filter universe results |
Definition at line 39 of file ETFConstituentsUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel | ( | Symbol | etfSymbol, |
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> | universeFilterFunc | ||
) |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
etfSymbol | Symbol of the ETF to get constituents for |
universeFilterFunc | Function to filter universe results |
Definition at line 54 of file ETFConstituentsUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel | ( | Symbol | etfSymbol, |
UniverseSettings | universeSettings = null , |
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PyObject | universeFilterFunc = null |
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) |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
etfSymbol | Symbol of the ETF to get constituents for |
universeSettings | Universe settings |
universeFilterFunc | Function to filter universe results |
Definition at line 66 of file ETFConstituentsUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel | ( | string | etfTicker, |
UniverseSettings | universeSettings, | ||
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> | universeFilterFunc | ||
) |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
etfTicker | The string ETF ticker symbol |
universeSettings | Universe settings |
universeFilterFunc | Function to filter universe results |
Definition at line 79 of file ETFConstituentsUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel | ( | string | etfTicker, |
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> | universeFilterFunc | ||
) |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
etfTicker | The string ETF ticker symbol |
universeFilterFunc | Function to filter universe results |
Definition at line 97 of file ETFConstituentsUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel | ( | string | etfTicker, |
UniverseSettings | universeSettings = null , |
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PyObject | universeFilterFunc = null |
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) |
Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
etfTicker | The string ETF ticker symbol |
universeSettings | Universe settings |
universeFilterFunc | Function to filter universe results |
Definition at line 110 of file ETFConstituentsUniverseSelectionModel.cs.
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virtual |
Creates a new ETF constituents universe using this class's selection function
algorithm | The algorithm instance to create universes for |
Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.
Definition at line 122 of file ETFConstituentsUniverseSelectionModel.cs.