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QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel Class Reference

Inception Date Universe that accepts a Dictionary of DateTime keyed by String that represent the Inception date for each ticker More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel:
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Public Member Functions

 InceptionDateUniverseSelectionModel (string name, Dictionary< string, DateTime > tickersByDate)
 Initializes a new instance of the InceptionDateUniverseSelectionModel class More...
 
 InceptionDateUniverseSelectionModel (string name, PyObject tickersByDate)
 Initializes a new instance of the InceptionDateUniverseSelectionModel class More...
 
override IEnumerable< string > Select (QCAlgorithm algorithm, DateTime date)
 Returns all tickers that are trading at current algorithm Time More...
 
- Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel
 CustomUniverseSelectionModel (string name, Func< DateTime, IEnumerable< string >> selector)
 Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More...
 
 CustomUniverseSelectionModel (string name, PyObject selector)
 Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More...
 
 CustomUniverseSelectionModel (SecurityType securityType, string name, string market, Func< DateTime, IEnumerable< string >> selector, UniverseSettings universeSettings, TimeSpan interval)
 Initializes a new instance of the CustomUniverseSelectionModel class More...
 
 CustomUniverseSelectionModel (SecurityType securityType, string name, string market, PyObject selector, UniverseSettings universeSettings, TimeSpan interval)
 Initializes a new instance of the CustomUniverseSelectionModel class More...
 
override IEnumerable< UniverseCreateUniverses (QCAlgorithm algorithm)
 Creates the universes for this algorithm. Called at algorithm start. More...
 
override string ToString ()
 Returns a string that represents the current object 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

Inception Date Universe that accepts a Dictionary of DateTime keyed by String that represent the Inception date for each ticker

Definition at line 28 of file InceptionDateUniverseSelectionModel.cs.

Constructor & Destructor Documentation

◆ InceptionDateUniverseSelectionModel() [1/2]

QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel.InceptionDateUniverseSelectionModel ( string  name,
Dictionary< string, DateTime >  tickersByDate 
)

Initializes a new instance of the InceptionDateUniverseSelectionModel class

Parameters
nameA unique name for this universe
tickersByDateDictionary of DateTime keyed by String that represent the Inception date for each ticker

Definition at line 38 of file InceptionDateUniverseSelectionModel.cs.

◆ InceptionDateUniverseSelectionModel() [2/2]

QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel.InceptionDateUniverseSelectionModel ( string  name,
PyObject  tickersByDate 
)

Initializes a new instance of the InceptionDateUniverseSelectionModel class

Parameters
nameA unique name for this universe
tickersByDateDictionary of DateTime keyed by String that represent the Inception date for each ticker

Definition at line 50 of file InceptionDateUniverseSelectionModel.cs.

Member Function Documentation

◆ Select()

override IEnumerable<string> QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel.Select ( QCAlgorithm  algorithm,
DateTime  date 
)
virtual

Returns all tickers that are trading at current algorithm Time

Reimplemented from QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel.

Definition at line 58 of file InceptionDateUniverseSelectionModel.cs.


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