Lean  $LEAN_TAG$
QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel Class Reference

Defines a universe selection model that invokes a selector function on a specific scheduled given by an IDateRule and an ITimeRule More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel:
[legend]

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< UniverseCreateUniverses (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...
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ ScheduledUniverseSelectionModel() [1/4]

QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.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

Parameters
dateRuleDate rule defines what days the universe selection function will be invoked
timeRuleTime rule defines what times on each day selected by date rule the universe selection function will be invoked
selectorSelector function accepting the date time firing time and returning the universe selected symbols
settingsUniverse settings for subscriptions added via this universe, null will default to algorithm's universe settings

Definition at line 45 of file ScheduledUniverseSelectionModel.cs.

◆ ScheduledUniverseSelectionModel() [2/4]

QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel ( DateTimeZone  timeZone,
IDateRule  dateRule,
ITimeRule  timeRule,
Func< DateTime, IEnumerable< Symbol >>  selector,
UniverseSettings  settings = null 
)

Initializes a new instance of the ScheduledUniverseSelectionModel class

Parameters
timeZoneThe time zone the date/time rules are in
dateRuleDate rule defines what days the universe selection function will be invoked
timeRuleTime rule defines what times on each day selected by date rule the universe selection function will be invoked
selectorSelector function accepting the date time firing time and returning the universe selected symbols
settingsUniverse settings for subscriptions added via this universe, null will default to algorithm's universe settings

Definition at line 61 of file ScheduledUniverseSelectionModel.cs.

◆ ScheduledUniverseSelectionModel() [3/4]

QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel ( IDateRule  dateRule,
ITimeRule  timeRule,
PyObject  selector,
UniverseSettings  settings = null 
)

Initializes a new instance of the ScheduledUniverseSelectionModel class using the algorithm's time zone

Parameters
dateRuleDate rule defines what days the universe selection function will be invoked
timeRuleTime rule defines what times on each day selected by date rule the universe selection function will be invoked
selectorSelector function accepting the date time firing time and returning the universe selected symbols
settingsUniverse settings for subscriptions added via this universe, null will default to algorithm's universe settings

Definition at line 77 of file ScheduledUniverseSelectionModel.cs.

◆ ScheduledUniverseSelectionModel() [4/4]

QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.ScheduledUniverseSelectionModel ( DateTimeZone  timeZone,
IDateRule  dateRule,
ITimeRule  timeRule,
PyObject  selector,
UniverseSettings  settings = null 
)

Initializes a new instance of the ScheduledUniverseSelectionModel class

Parameters
timeZoneThe time zone the date/time rules are in
dateRuleDate rule defines what days the universe selection function will be invoked
timeRuleTime rule defines what times on each day selected by date rule the universe selection function will be invoked
selectorSelector function accepting the date time firing time and returning the universe selected symbols
settingsUniverse settings for subscriptions added via this universe, null will default to algorithm's universe settings

Definition at line 90 of file ScheduledUniverseSelectionModel.cs.

Member Function Documentation

◆ CreateUniverses()

override IEnumerable<Universe> QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel.CreateUniverses ( QCAlgorithm  algorithm)
virtual

Creates the universes for this algorithm. Called once after IAlgorithm.Initialize

Parameters
algorithmThe algorithm instance to create universes for
Returns
The universes to be used by the algorithm

Reimplemented from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.

Definition at line 106 of file ScheduledUniverseSelectionModel.cs.


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