Lean
$LEAN_TAG$
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Represent a collection of ETF symbols that is grouped according to a given criteria More...
Public Member Functions | |
Grouping (IEnumerable< string > longTickers, IEnumerable< string > inverseTickers) | |
Creates a new instance of Grouping. More... | |
override string | ToString () |
Returns a string that represents the current object. More... | |
Public Attributes | |
readonly List< Symbol > | Long |
List of Symbols that follow the components direction More... | |
readonly List< Symbol > | Inverse |
List of Symbols that follow the components inverse direction More... | |
Represent a collection of ETF symbols that is grouped according to a given criteria
Definition at line 105 of file LiquidETFUniverse.cs.
QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping.Grouping | ( | IEnumerable< string > | longTickers, |
IEnumerable< string > | inverseTickers | ||
) |
Creates a new instance of Grouping.
longTickers | List of tickers of ETFs that follows the components direction |
inverseTickers | List of tickers of ETFs that follows the components inverse direction |
Definition at line 122 of file LiquidETFUniverse.cs.
override string QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping.ToString | ( | ) |
Returns a string that represents the current object.
Definition at line 136 of file LiquidETFUniverse.cs.
readonly List<Symbol> QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping.Long |
List of Symbols that follow the components direction
Definition at line 110 of file LiquidETFUniverse.cs.
readonly List<Symbol> QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping.Inverse |
List of Symbols that follow the components inverse direction
Definition at line 115 of file LiquidETFUniverse.cs.