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:
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... | |
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
-
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.
◆ 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
-
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.
◆ 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
-
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.
◆ 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
-
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.
Member Function Documentation
◆ CreateUniverses()
|
virtual |
Creates the universes for this algorithm. Called once after IAlgorithm.Initialize
- Parameters
-
algorithm The 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:
- Algorithm.Framework/Selection/ScheduledUniverseSelectionModel.cs
