QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel Class Reference
Defines the QC500 universe as a universe selection model for framework algorithm For details: https://github.com/QuantConnect/Lean/pull/1663 More...
Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel:
Public Member Functions | |
| QC500UniverseSelectionModel () | |
| Initializes a new default instance of the QC500UniverseSelectionModel More... | |
| QC500UniverseSelectionModel (UniverseSettings universeSettings) | |
| Initializes a new instance of the QC500UniverseSelectionModel More... | |
| override IEnumerable< Symbol > | SelectCoarse (QCAlgorithm algorithm, IEnumerable< CoarseFundamental > coarse) |
| Performs coarse selection for the QC500 constituents. The stocks must have fundamental data The stock must have positive previous-day close price The stock must have positive volume on the previous trading day More... | |
| override IEnumerable< Symbol > | SelectFine (QCAlgorithm algorithm, IEnumerable< FineFundamental > fine) |
| Performs fine selection for the QC500 constituents The company's headquarter must in the U.S. The stock must be traded on either the NYSE or NASDAQ At least half a year since its initial public offering The stock's market cap must be greater than 500 million More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | |
| FundamentalUniverseSelectionModel () | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (string market, UniverseSettings universeSettings) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (UniverseSettings universeSettings) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (string market, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (string market, PyObject selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (PyObject selector, UniverseSettings universeSettings=null) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
| Creates a new fundamental universe using this class's selection functions More... | |
| virtual Universe | CreateCoarseFundamentalUniverse (QCAlgorithm algorithm) |
| Creates the coarse fundamental universe object. This is provided to allow more flexibility when creating coarse universe. More... | |
| virtual IEnumerable< Symbol > | Select (QCAlgorithm algorithm, IEnumerable< Fundamental > fundamental) |
| Defines the fundamental selection function. 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... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | |
| static IUniverseSelectionModel | Coarse (Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector) |
| Convenience method for creating a selection model that uses only coarse data More... | |
| static IUniverseSelectionModel | Fine (Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector, Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> fineSelector) |
| Convenience method for creating a selection model that uses coarse and fine data More... | |
| static IUniverseSelectionModel | Fundamental (Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector) |
| Convenience method for creating a selection model that uses fundamental data More... | |
| Protected Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | |
| FundamentalUniverseSelectionModel (bool filterFineData) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
| FundamentalUniverseSelectionModel (bool filterFineData, UniverseSettings universeSettings) | |
| Initializes a new instance of the FundamentalUniverseSelectionModel class More... | |
Detailed Description
Defines the QC500 universe as a universe selection model for framework algorithm For details: https://github.com/QuantConnect/Lean/pull/1663
Definition at line 29 of file QC500UniverseSelectionModel.cs.
Constructor & Destructor Documentation
◆ QC500UniverseSelectionModel() [1/2]
| QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel.QC500UniverseSelectionModel | ( | ) |
Initializes a new default instance of the QC500UniverseSelectionModel
Definition at line 41 of file QC500UniverseSelectionModel.cs.
◆ QC500UniverseSelectionModel() [2/2]
| QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel.QC500UniverseSelectionModel | ( | UniverseSettings | universeSettings | ) |
Initializes a new instance of the QC500UniverseSelectionModel
- Parameters
-
universeSettings Universe settings defines what subscription properties will be applied to selected securities
Definition at line 50 of file QC500UniverseSelectionModel.cs.
Member Function Documentation
◆ SelectCoarse()
|
virtual |
Performs coarse selection for the QC500 constituents. The stocks must have fundamental data The stock must have positive previous-day close price The stock must have positive volume on the previous trading day
Reimplemented from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.
Definition at line 61 of file QC500UniverseSelectionModel.cs.
◆ SelectFine()
|
virtual |
Performs fine selection for the QC500 constituents The company's headquarter must in the U.S. The stock must be traded on either the NYSE or NASDAQ At least half a year since its initial public offering The stock's market cap must be greater than 500 million
Reimplemented from QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.
Definition at line 97 of file QC500UniverseSelectionModel.cs.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Selection/QC500UniverseSelectionModel.cs
