Lean
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Defines a universe selection model that invokes a selector function on a specific scheduled given by an IDateRule and an ITimeRule More...
Public Member Functions | |
ScheduledUniverseSelectionModel (IDateRule dateRule, ITimeRule timeRule, Func< DateTime, IEnumerable< Symbol >> selector, UniverseSettings settings=null) | |
Initializes a new instance of the ScheduledUniverseSelectionModel class using the algorithm's time zone More... | |
ScheduledUniverseSelectionModel (DateTimeZone timeZone, IDateRule dateRule, ITimeRule timeRule, Func< DateTime, IEnumerable< Symbol >> selector, UniverseSettings settings=null) | |
Initializes a new instance of the ScheduledUniverseSelectionModel class More... | |
ScheduledUniverseSelectionModel (IDateRule dateRule, ITimeRule timeRule, PyObject selector, UniverseSettings settings=null) | |
Initializes a new instance of the ScheduledUniverseSelectionModel class using the algorithm's time zone More... | |
ScheduledUniverseSelectionModel (DateTimeZone timeZone, IDateRule dateRule, ITimeRule timeRule, PyObject selector, UniverseSettings settings=null) | |
Initializes a new instance of the ScheduledUniverseSelectionModel class More... | |
override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
Creates the universes for this algorithm. Called once after IAlgorithm.Initialize 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... | |
Defines a universe selection model that invokes a selector function on a specific scheduled given by an IDateRule and an ITimeRule
Definition at line 30 of file ScheduledUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel | ( | IDateRule | dateRule, |
ITimeRule | timeRule, | ||
Func< DateTime, IEnumerable< Symbol >> | selector, | ||
UniverseSettings | settings = null |
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) |
Initializes a new instance of the ScheduledUniverseSelectionModel class using the algorithm's time zone
dateRule | Date rule defines what days the universe selection function will be invoked |
timeRule | Time rule defines what times on each day selected by date rule the universe selection function will be invoked |
selector | Selector function accepting the date time firing time and returning the universe selected symbols |
settings | Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings |
Definition at line 45 of file ScheduledUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel | ( | DateTimeZone | timeZone, |
IDateRule | dateRule, | ||
ITimeRule | timeRule, | ||
Func< DateTime, IEnumerable< Symbol >> | selector, | ||
UniverseSettings | settings = null |
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) |
Initializes a new instance of the ScheduledUniverseSelectionModel class
timeZone | The time zone the date/time rules are in |
dateRule | Date rule defines what days the universe selection function will be invoked |
timeRule | Time rule defines what times on each day selected by date rule the universe selection function will be invoked |
selector | Selector function accepting the date time firing time and returning the universe selected symbols |
settings | Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings |
Definition at line 61 of file ScheduledUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel | ( | IDateRule | dateRule, |
ITimeRule | timeRule, | ||
PyObject | selector, | ||
UniverseSettings | settings = null |
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) |
Initializes a new instance of the ScheduledUniverseSelectionModel class using the algorithm's time zone
dateRule | Date rule defines what days the universe selection function will be invoked |
timeRule | Time rule defines what times on each day selected by date rule the universe selection function will be invoked |
selector | Selector function accepting the date time firing time and returning the universe selected symbols |
settings | Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings |
Definition at line 77 of file ScheduledUniverseSelectionModel.cs.
QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel | ( | DateTimeZone | timeZone, |
IDateRule | dateRule, | ||
ITimeRule | timeRule, | ||
PyObject | selector, | ||
UniverseSettings | settings = null |
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) |
Initializes a new instance of the ScheduledUniverseSelectionModel class
timeZone | The time zone the date/time rules are in |
dateRule | Date rule defines what days the universe selection function will be invoked |
timeRule | Time rule defines what times on each day selected by date rule the universe selection function will be invoked |
selector | Selector function accepting the date time firing time and returning the universe selected symbols |
settings | Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings |
Definition at line 90 of file ScheduledUniverseSelectionModel.cs.
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virtual |
Creates the universes for this algorithm. Called once after IAlgorithm.Initialize
algorithm | The algorithm instance to create universes for |
Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.
Definition at line 106 of file ScheduledUniverseSelectionModel.cs.