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Defines a universe as a set of manually set symbols. This differs from UserDefinedUniverse in that these securities were not added via AddSecurity. More...
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< SubscriptionRequest > | GetSubscriptionRequests (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< Symbol > | SelectSymbols (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< SubscriptionRequest > | GetSubscriptionRequests (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< Symbol > | PerformSelection (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< SubscriptionRequest > | GetSubscriptionRequests (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, Member > | Securities [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, Security > | Members [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... | |
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.
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.
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.
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virtual |
Gets the subscription requests to be added for the specified security
security | The security to get subscriptions for |
currentTimeUtc | The current time in utc. This is the frontier time of the algorithm |
maximumEndTimeUtc | The max end time |
subscriptionService | Instance which implements ISubscriptionDataConfigService interface |
Reimplemented from QuantConnect.Data.UniverseSelection.Universe.
Definition at line 62 of file ManualUniverse.cs.