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QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel Class Reference

Universe selection model that selects the constituents of an ETF. More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel:
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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< UniverseCreateUniverses (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...
 

Detailed Description

Universe selection model that selects the constituents of an ETF.

Definition at line 26 of file ETFConstituentsUniverseSelectionModel.cs.

Constructor & Destructor Documentation

◆ ETFConstituentsUniverseSelectionModel() [1/6]

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel ( Symbol  etfSymbol,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters
etfSymbolSymbol of the ETF to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results

Definition at line 39 of file ETFConstituentsUniverseSelectionModel.cs.

◆ ETFConstituentsUniverseSelectionModel() [2/6]

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel ( Symbol  etfSymbol,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters
etfSymbolSymbol of the ETF to get constituents for
universeFilterFuncFunction to filter universe results

Definition at line 54 of file ETFConstituentsUniverseSelectionModel.cs.

◆ ETFConstituentsUniverseSelectionModel() [3/6]

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel ( Symbol  etfSymbol,
UniverseSettings  universeSettings = null,
PyObject  universeFilterFunc = null 
)

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters
etfSymbolSymbol of the ETF to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results

Definition at line 66 of file ETFConstituentsUniverseSelectionModel.cs.

◆ ETFConstituentsUniverseSelectionModel() [4/6]

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel ( string  etfTicker,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters
etfTickerThe string ETF ticker symbol
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results

Definition at line 79 of file ETFConstituentsUniverseSelectionModel.cs.

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◆ ETFConstituentsUniverseSelectionModel() [5/6]

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel ( string  etfTicker,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters
etfTickerThe string ETF ticker symbol
universeFilterFuncFunction to filter universe results

Definition at line 97 of file ETFConstituentsUniverseSelectionModel.cs.

◆ ETFConstituentsUniverseSelectionModel() [6/6]

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel.ETFConstituentsUniverseSelectionModel ( string  etfTicker,
UniverseSettings  universeSettings = null,
PyObject  universeFilterFunc = null 
)

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters
etfTickerThe string ETF ticker symbol
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results

Definition at line 110 of file ETFConstituentsUniverseSelectionModel.cs.

Member Function Documentation

◆ CreateUniverses()

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

Creates a new ETF constituents universe using this class's selection function

Parameters
algorithmThe algorithm instance to create universes for
Returns
The universe defined by this model

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

Definition at line 122 of file ETFConstituentsUniverseSelectionModel.cs.

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