Provides an implementation of IUniverseSelectionModel that wraps a PyObject object More...

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

Public Member Functions
override DateTime	GetNextRefreshTimeUtc ()
	Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes. More...

	UniverseSelectionModelPythonWrapper (PyObject model)
	Constructor for initialising the IUniverseSelectionModel class with wrapped PyObject object More...

override IEnumerable< Universe >	CreateUniverses (QCAlgorithm algorithm)
	Creates the universes for this algorithm. Called once after IAlgorithm.Initialize More...

Detailed Description

Provides an implementation of IUniverseSelectionModel that wraps a PyObject object

Definition at line 28 of file UniverseSelectionModelPythonWrapper.cs.

Constructor & Destructor Documentation

◆ UniverseSelectionModelPythonWrapper()

QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper.UniverseSelectionModelPythonWrapper ( PyObject model )

Constructor for initialising the IUniverseSelectionModel class with wrapped PyObject object

Parameters

model Model defining universes for the algorithm

Definition at line 50 of file UniverseSelectionModelPythonWrapper.cs.

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Member Function Documentation

◆ GetNextRefreshTimeUtc()

override DateTime QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper.GetNextRefreshTimeUtc ( )

virtual

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

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

Definition at line 36 of file UniverseSelectionModelPythonWrapper.cs.

◆ CreateUniverses()

override IEnumerable<Universe> QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper.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