Provides a base class for defining equity coarse/fine fundamental selection models
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| FundamentalUniverseSelectionModel () |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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| FundamentalUniverseSelectionModel (string market, UniverseSettings universeSettings) |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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| FundamentalUniverseSelectionModel (UniverseSettings universeSettings) |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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| FundamentalUniverseSelectionModel (string market, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector, UniverseSettings universeSettings=null) |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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| FundamentalUniverseSelectionModel (Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector, UniverseSettings universeSettings=null) |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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| FundamentalUniverseSelectionModel (string market, PyObject selector, UniverseSettings universeSettings=null) |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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| FundamentalUniverseSelectionModel (PyObject selector, UniverseSettings universeSettings=null) |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More...
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override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
| Creates a new fundamental universe using this class's selection functions More...
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virtual Universe | CreateCoarseFundamentalUniverse (QCAlgorithm algorithm) |
| Creates the coarse fundamental universe object. This is provided to allow more flexibility when creating coarse universe. More...
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virtual IEnumerable< Symbol > | Select (QCAlgorithm algorithm, IEnumerable< Fundamental > fundamental) |
| Defines the fundamental selection function. More...
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virtual IEnumerable< Symbol > | SelectCoarse (QCAlgorithm algorithm, IEnumerable< CoarseFundamental > coarse) |
| Defines the coarse fundamental selection function. More...
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virtual IEnumerable< Symbol > | SelectFine (QCAlgorithm algorithm, IEnumerable< FineFundamental > fine) |
| Defines the fine fundamental selection function. More...
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virtual DateTime | GetNextRefreshTimeUtc () |
| Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes. More...
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Provides a base class for defining equity coarse/fine fundamental selection models
Definition at line 29 of file FundamentalUniverseSelectionModel.cs.
◆ FundamentalUniverseSelectionModel() [1/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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◆ FundamentalUniverseSelectionModel() [2/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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string |
market, |
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UniverseSettings |
universeSettings |
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) |
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◆ FundamentalUniverseSelectionModel() [3/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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UniverseSettings |
universeSettings | ) |
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◆ FundamentalUniverseSelectionModel() [4/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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string |
market, |
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Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> |
selector, |
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UniverseSettings |
universeSettings = null |
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Initializes a new instance of the FundamentalUniverseSelectionModel class
- Parameters
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market | The target market |
selector | Selects symbols from the provided fundamental data set |
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 73 of file FundamentalUniverseSelectionModel.cs.
◆ FundamentalUniverseSelectionModel() [5/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> |
selector, |
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UniverseSettings |
universeSettings = null |
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) |
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Initializes a new instance of the FundamentalUniverseSelectionModel class
- Parameters
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selector | Selects symbols from the provided fundamental data set |
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 86 of file FundamentalUniverseSelectionModel.cs.
◆ FundamentalUniverseSelectionModel() [6/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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string |
market, |
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PyObject |
selector, |
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UniverseSettings |
universeSettings = null |
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) |
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Initializes a new instance of the FundamentalUniverseSelectionModel class
- Parameters
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market | The target market |
selector | Selects symbols from the provided fundamental data set |
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 97 of file FundamentalUniverseSelectionModel.cs.
◆ FundamentalUniverseSelectionModel() [7/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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PyObject |
selector, |
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UniverseSettings |
universeSettings = null |
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) |
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Initializes a new instance of the FundamentalUniverseSelectionModel class
- Parameters
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selector | Selects symbols from the provided fundamental data set |
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 112 of file FundamentalUniverseSelectionModel.cs.
◆ FundamentalUniverseSelectionModel() [8/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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bool |
filterFineData | ) |
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protected |
◆ FundamentalUniverseSelectionModel() [9/9]
QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.FundamentalUniverseSelectionModel |
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bool |
filterFineData, |
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UniverseSettings |
universeSettings |
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) |
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protected |
Initializes a new instance of the FundamentalUniverseSelectionModel class
- Parameters
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filterFineData | True to also filter using fine fundamental data, false to only filter on coarse data |
universeSettings | The settings used when adding symbols to the algorithm, specify null to use algorithm.UniverseSettings |
Definition at line 133 of file FundamentalUniverseSelectionModel.cs.
◆ CreateUniverses()
override IEnumerable<Universe> QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.CreateUniverses |
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QCAlgorithm |
algorithm | ) |
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◆ CreateCoarseFundamentalUniverse()
virtual Universe QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.CreateCoarseFundamentalUniverse |
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QCAlgorithm |
algorithm | ) |
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Creates the coarse fundamental universe object. This is provided to allow more flexibility when creating coarse universe.
- Parameters
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algorithm | The algorithm instance |
- Returns
- The coarse fundamental universe
Definition at line 176 of file FundamentalUniverseSelectionModel.cs.
◆ Select()
virtual IEnumerable<Symbol> QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.Select |
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QCAlgorithm |
algorithm, |
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IEnumerable< Fundamental > |
fundamental |
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) |
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virtual |
Defines the fundamental selection function.
- Parameters
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algorithm | The algorithm instance |
fundamental | The fundamental data used to perform filtering |
- Returns
- An enumerable of symbols passing the filter
Definition at line 199 of file FundamentalUniverseSelectionModel.cs.
◆ SelectCoarse()
virtual IEnumerable<Symbol> QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.SelectCoarse |
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QCAlgorithm |
algorithm, |
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IEnumerable< CoarseFundamental > |
coarse |
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) |
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virtual |
◆ SelectFine()
virtual IEnumerable<Symbol> QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.SelectFine |
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QCAlgorithm |
algorithm, |
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IEnumerable< FineFundamental > |
fine |
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) |
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virtual |
◆ Coarse()
Convenience method for creating a selection model that uses only coarse data
- Parameters
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coarseSelector | Selects symbols from the provided coarse data set |
- Returns
- A new universe selection model that will select US equities according to the selection function specified
Definition at line 239 of file FundamentalUniverseSelectionModel.cs.
◆ Fine()
Convenience method for creating a selection model that uses coarse and fine data
- Parameters
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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) |
- Returns
- A new universe selection model that will select US equities according to the selection functions specified
Definition at line 251 of file FundamentalUniverseSelectionModel.cs.
◆ Fundamental()
Convenience method for creating a selection model that uses fundamental data
- Parameters
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selector | Selects symbols from the provided fundamental data set |
- Returns
- A new universe selection model that will select US equities according to the selection functions specified
Definition at line 261 of file FundamentalUniverseSelectionModel.cs.
The documentation for this class was generated from the following file: