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... | |
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
-
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.
◆ 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
-
etfSymbol Symbol of the ETF to get constituents for universeFilterFunc Function 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
-
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.
◆ 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
-
etfTicker The string ETF ticker symbol universeSettings Universe settings universeFilterFunc Function to filter universe results
Definition at line 79 of file ETFConstituentsUniverseSelectionModel.cs.
◆ 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
-
etfTicker The string ETF ticker symbol universeFilterFunc Function 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
-
etfTicker The string ETF ticker symbol universeSettings Universe settings universeFilterFunc Function to filter universe results
Definition at line 110 of file ETFConstituentsUniverseSelectionModel.cs.
Member Function Documentation
◆ CreateUniverses()
|
virtual |
Creates a new ETF constituents universe using this class's selection function
- Parameters
-
algorithm The 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.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Selection/ETFConstituentsUniverseSelectionModel.cs
