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QuantConnect.Algorithm.Framework.Selection.ManualUniverse Class Reference

Defines a universe as a set of manually set symbols. This differs from UserDefinedUniverse in that these securities were not added via AddSecurity. More...

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

 ManualUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, IEnumerable< Symbol > symbols)
 Creates a new instance of the ManualUniverse More...
 
 ManualUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, Symbol[] symbols)
 Creates a new instance of the ManualUniverse More...
 
override IEnumerable< SubscriptionRequestGetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService)
 Gets the subscription requests to be added for the specified security More...
 
- Public Member Functions inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
 UserDefinedUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, TimeSpan interval, IEnumerable< Symbol > symbols)
 Initializes a new instance of the UserDefinedUniverse class More...
 
 UserDefinedUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, TimeSpan interval, Func< DateTime, IEnumerable< string >> selector)
 Initializes a new instance of the UserDefinedUniverse class More...
 
bool Add (Symbol symbol)
 Adds the specified Symbol to this universe More...
 
bool Add (SubscriptionDataConfig subscriptionDataConfig)
 Adds the specified SubscriptionDataConfig to this universe More...
 
bool Remove (Symbol symbol)
 Removes the specified Symbol from this universe More...
 
override IEnumerable< SymbolSelectSymbols (DateTime utcTime, BaseDataCollection data)
 Returns the symbols defined by the user for this universe More...
 
virtual IEnumerable< DateTime > GetTriggerTimes (DateTime startTimeUtc, DateTime endTimeUtc, MarketHoursDatabase marketHoursDatabase)
 Returns an enumerator that defines when this user defined universe will be invoked More...
 
override IEnumerable< SubscriptionRequestGetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService)
 Gets the subscription requests to be added for the specified security More...
 
- Public Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe
virtual bool CanRemoveMember (DateTime utcTime, Security security)
 Determines whether or not the specified security can be removed from this universe. This is useful to prevent securities from being taken out of a universe before the algorithm has had enough time to make decisions on the security More...
 
IEnumerable< SymbolPerformSelection (DateTime utcTime, BaseDataCollection data)
 Performs universe selection using the data specified More...
 
virtual Security CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase)
 Creates and configures a security for the specified symbol More...
 
virtual IEnumerable< SubscriptionRequestGetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
 Gets the subscription requests to be added for the specified security More...
 
bool ContainsMember (Symbol symbol)
 Determines whether or not the specified symbol is currently a member of this universe More...
 
virtual void Dispose ()
 Marks this universe as disposed and ready to remove all child subscriptions More...
 

Additional Inherited Members

- Static Public Member Functions inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
static Symbol CreateSymbol (SecurityType securityType, string market)
 Creates a user defined universe symbol More...
 
- Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe
SecurityType SecurityType => Configuration.SecurityType
 Gets the security type of this universe More...
 
string Market => Configuration.Market
 Gets the market of this universe More...
 
Symbol Symbol => Configuration.Symbol
 Gets the symbol of this universe More...
 
Type DataType => Configuration.Type
 Gets the data type of this universe More...
 
- Static Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe
static readonly UnchangedUniverse Unchanged = UnchangedUniverse.Instance
 Gets a value indicating that no change to the universe should be made More...
 
- Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
virtual void OnCollectionChanged (NotifyCollectionChangedEventArgs e)
 Event invocator for the CollectionChanged event More...
 
- Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe
 Universe (SubscriptionDataConfig config)
 Initializes a new instance of the Universe class More...
 
void OnSelectionChanged (HashSet< Symbol > selection=null)
 Event invocator for the SelectionChanged event More...
 
- Properties inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
TimeSpan Interval [get]
 Gets the interval of this user defined universe More...
 
- Properties inherited from QuantConnect.Data.UniverseSelection.Universe
virtual ConcurrentDictionary< Symbol, MemberSecurities [get]
 Gets the internal security collection used to define membership in this universe More...
 
virtual bool Asynchronous [get, set]
 True if this universe filter can run async in the data stack More...
 
virtual bool DisposeRequested [get, protected set]
 Flag indicating if disposal of this universe has been requested More...
 
virtual UniverseSettings UniverseSettings [get, set]
 Gets the settings used for subscriptions added for this universe More...
 
virtual SubscriptionDataConfig Configuration [get]
 Gets the configuration used to get universe data More...
 
Dictionary< Symbol, SecurityMembers [get]
 Gets the current listing of members in this universe. Modifications to this dictionary do not change universe membership. More...
 
- Events inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
NotifyCollectionChangedEventHandler CollectionChanged
 Event fired when a symbol is added or removed from this universe More...
 
- Events inherited from QuantConnect.Data.UniverseSelection.Universe
EventHandler SelectionChanged
 Event fired when the universe selection has changed More...
 

Detailed Description

Defines a universe as a set of manually set symbols. This differs from UserDefinedUniverse in that these securities were not added via AddSecurity.

Incompatible with multiple Universe selecting the same Symbol. with different SubscriptionDataConfig. More information GetSubscriptionRequests

Definition at line 32 of file ManualUniverse.cs.

Constructor & Destructor Documentation

◆ ManualUniverse() [1/2]

QuantConnect.Algorithm.Framework.Selection.ManualUniverse.ManualUniverse ( SubscriptionDataConfig  configuration,
UniverseSettings  universeSettings,
IEnumerable< Symbol symbols 
)

Creates a new instance of the ManualUniverse

Definition at line 37 of file ManualUniverse.cs.

◆ ManualUniverse() [2/2]

QuantConnect.Algorithm.Framework.Selection.ManualUniverse.ManualUniverse ( SubscriptionDataConfig  configuration,
UniverseSettings  universeSettings,
Symbol[]  symbols 
)

Creates a new instance of the ManualUniverse

Definition at line 47 of file ManualUniverse.cs.

Member Function Documentation

◆ GetSubscriptionRequests()

override IEnumerable<SubscriptionRequest> QuantConnect.Algorithm.Framework.Selection.ManualUniverse.GetSubscriptionRequests ( Security  security,
DateTime  currentTimeUtc,
DateTime  maximumEndTimeUtc,
ISubscriptionDataConfigService  subscriptionService 
)
virtual

Gets the subscription requests to be added for the specified security

Parameters
securityThe security to get subscriptions for
currentTimeUtcThe current time in utc. This is the frontier time of the algorithm
maximumEndTimeUtcThe max end time
subscriptionServiceInstance which implements ISubscriptionDataConfigService interface
Returns
All subscriptions required by this security

Reimplemented from QuantConnect.Data.UniverseSelection.Universe.

Definition at line 62 of file ManualUniverse.cs.

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