QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel Class Reference
Portfolio selection model that uses coarse/fine selectors. For US equities only. More...
Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel:
Public Member Functions | |
| FineFundamentalUniverseSelectionModel (Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector, Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> fineSelector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FineFundamentalUniverseSelectionModel class More... | |
| FineFundamentalUniverseSelectionModel (PyObject coarseSelector, PyObject fineSelector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FineFundamentalUniverseSelectionModel class More... | |
| override IEnumerable< Symbol > | SelectCoarse (QCAlgorithm algorithm, IEnumerable< CoarseFundamental > coarse) |
| Defines the coarse fundamental selection function. | |
| override IEnumerable< Symbol > | SelectFine (QCAlgorithm algorithm, IEnumerable< FineFundamental > fine) |
| Defines the fine fundamental selection function. | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | |
| FundamentalUniverseSelectionModel () | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (string market, UniverseSettings universeSettings) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (UniverseSettings universeSettings) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (string market, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (string market, PyObject selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (PyObject selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
| Creates a new fundamental universe using this class's selection functions More... | |
| virtual Universe | CreateCoarseFundamentalUniverse (QCAlgorithm algorithm) |
| Creates the coarse fundamental universe object. This is provided to allow more flexibility when creating coarse universe. More... | |
| virtual IEnumerable< Symbol > | Select (QCAlgorithm algorithm, IEnumerable< Fundamental > fundamental) |
| Defines the fundamental 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... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | |
| static IUniverseSelectionModel | Coarse (Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector) |
| Convenience method for creating a selection model that uses only coarse data More... | |
| static IUniverseSelectionModel | Fine (Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector, Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> fineSelector) |
| Convenience method for creating a selection model that uses coarse and fine data More... | |
| static IUniverseSelectionModel | Fundamental (Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector) |
| Convenience method for creating a selection model that uses fundamental data More... | |
| Protected Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | |
| FundamentalUniverseSelectionModel (bool filterFineData) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (bool filterFineData, UniverseSettings universeSettings) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
Detailed Description
Portfolio selection model that uses coarse/fine selectors. For US equities only.
Definition at line 27 of file FineFundamentalUniverseSelectionModel.cs.
Constructor & Destructor Documentation
◆ FineFundamentalUniverseSelectionModel() [1/2]
| QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel.FineFundamentalUniverseSelectionModel | ( | Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> | coarseSelector, |
| Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> | fineSelector, | ||
| UniverseSettings | universeSettings = null |
||
| ) |
Initializes a new instance of the FineFundamentalUniverseSelectionModel class
- Parameters
-
coarseSelector Selects symbols from the provided coarse data set fineSelector Selects symbols from the provided fine data set (this set has already been filtered according to the coarse selection) universeSettings Universe settings define attributes of created subscriptions, such as their resolution and the minimum time in universe before they can be removed
Definition at line 38 of file FineFundamentalUniverseSelectionModel.cs.
◆ FineFundamentalUniverseSelectionModel() [2/2]
| QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel.FineFundamentalUniverseSelectionModel | ( | PyObject | coarseSelector, |
| PyObject | fineSelector, | ||
| UniverseSettings | universeSettings = null |
||
| ) |
Initializes a new instance of the FineFundamentalUniverseSelectionModel class
- Parameters
-
coarseSelector Selects symbols from the provided coarse data set fineSelector Selects symbols from the provided fine data set (this set has already been filtered according to the coarse selection) universeSettings Universe settings define attributes of created subscriptions, such as their resolution and the minimum time in universe before they can be removed
Definition at line 54 of file FineFundamentalUniverseSelectionModel.cs.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Selection/FineFundamentalUniverseSelectionModel.cs
