Provides an implementation of IUniverseSelectionModel that subscribes to future chains More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.FuturesUniverseSelectionModel:

Public Member Functions
	FuturesUniverseSelectionModel (TimeSpan refreshInterval, Func< DateTime, IEnumerable< Symbol >> futureChainSymbolSelector)
	Creates a new instance of FutureUniverseSelectionModel More...

	FuturesUniverseSelectionModel (TimeSpan refreshInterval, Func< DateTime, IEnumerable< Symbol >> futureChainSymbolSelector, UniverseSettings universeSettings)
	Creates a new instance of FutureUniverseSelectionModel More...

Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel
override DateTime	GetNextRefreshTimeUtc ()
	Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes. More...

	FutureUniverseSelectionModel (TimeSpan refreshInterval, Func< DateTime, IEnumerable< Symbol >> futureChainSymbolSelector)
	Creates a new instance of FutureUniverseSelectionModel More...

	FutureUniverseSelectionModel (TimeSpan refreshInterval, Func< DateTime, IEnumerable< Symbol >> futureChainSymbolSelector, UniverseSettings universeSettings)
	Creates a new instance of FutureUniverseSelectionModel More...

override IEnumerable< Universe >	CreateUniverses (QCAlgorithm algorithm)
	Creates the universes for this algorithm. Called once after IAlgorithm.Initialize More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel
virtual FutureFilterUniverse	Filter (FutureFilterUniverse filter)
	Defines the future chain universe filter More...

Detailed Description

Provides an implementation of IUniverseSelectionModel that subscribes to future chains

Constructor & Destructor Documentation

QuantConnect.Algorithm.Framework.Selection.FuturesUniverseSelectionModel.FuturesUniverseSelectionModel	(	TimeSpan	refreshInterval,
		Func< DateTime, IEnumerable< Symbol >>	futureChainSymbolSelector
	)

Parameters

refreshInterval	Time interval between universe refreshes
futureChainSymbolSelector	Selects symbols from the provided future chain

QuantConnect.Algorithm.Framework.Selection.FuturesUniverseSelectionModel.FuturesUniverseSelectionModel	(	TimeSpan	refreshInterval,
		Func< DateTime, IEnumerable< Symbol >>	futureChainSymbolSelector,
		UniverseSettings	universeSettings
	)

Parameters

refreshInterval	Time interval between universe refreshes
futureChainSymbolSelector	Selects symbols from the provided future chain
universeSettings	Universe settings define attributes of created subscriptions, such as their resolution and the minimum time in universe before they can be removed

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