QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel Class Reference

Provides a base class for universe selection models. More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel:

Public Member Functions
virtual DateTime	GetNextRefreshTimeUtc ()
	Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes. More...
virtual IEnumerable< Universe >	CreateUniverses (QCAlgorithm algorithm)
	Creates the universes for this algorithm. Called once after IAlgorithm.Initialize More...

Detailed Description

Provides a base class for universe selection models.

Definition at line 26 of file UniverseSelectionModel.cs.

Member Function Documentation

GetNextRefreshTimeUtc()

virtual DateTime QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel.GetNextRefreshTimeUtc ( )

virtual

Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes.

Implements QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel.

Reimplemented in QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel, QuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel, and QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper.

Definition at line 31 of file UniverseSelectionModel.cs.

CreateUniverses()

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

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

Implements QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel.

Reimplemented in QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel, QuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.ManualUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper, and QuantConnect.Algorithm.Framework.Selection.NullUniverseSelectionModel.

Definition at line 41 of file UniverseSelectionModel.cs.

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

• Algorithm/Selection/UniverseSelectionModel.cs