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QuantConnect.Algorithm.UniverseDefinitions Class Reference

Provides helpers for defining universes in algorithms More...

Public Member Functions

 UniverseDefinitions (QCAlgorithm algorithm)
 Initializes a new instance of the UniverseDefinitions class More...
 
Universe ETF (string etfTicker, string market, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided etfTicker More...
 
Universe ETF (string etfTicker, string market, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided etfTicker More...
 
Universe ETF (string etfTicker, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided etfTicker More...
 
Universe ETF (string etfTicker, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided etfTicker More...
 
Universe ETF (string etfTicker, string market=null, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
 Creates a universe for the constituents of the provided etfTicker More...
 
Universe ETF (string etfTicker, UniverseSettings universeSettings, PyObject universeFilterFunc)
 Creates a universe for the constituents of the provided etfTicker More...
 
Universe ETF (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided ETF symbol More...
 
Universe ETF (Symbol symbol, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided ETF symbol More...
 
Universe ETF (Symbol symbol, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
 Creates a universe for the constituents of the provided ETF symbol More...
 
Universe Index (string indexTicker, string market, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided indexTicker More...
 
Universe Index (string indexTicker, string market, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided indexTicker More...
 
Universe Index (string indexTicker, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided indexTicker More...
 
Universe Index (string indexTicker, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided indexTicker More...
 
Universe Index (string indexTicker, string market=null, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
 Creates a universe for the constituents of the provided indexTicker More...
 
Universe Index (string indexTicker, UniverseSettings universeSettings, PyObject universeFilterFunc)
 Creates a universe for the constituents of the provided indexTicker More...
 
Universe Index (Symbol indexSymbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided indexSymbol More...
 
Universe Index (Symbol indexSymbol, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
 Creates a universe for the constituents of the provided indexSymbol More...
 
Universe Index (Symbol indexSymbol, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
 Creates a universe for the constituents of the provided indexSymbol More...
 
Universe Top (int count, UniverseSettings universeSettings=null)
 Creates a new coarse universe that contains the top count of stocks by daily dollar volume More...
 

Public Attributes

Universe.UnchangedUniverse Unchanged => Universe.Unchanged
 Specifies that universe selection should not make changes on this iteration More...
 

Properties

DollarVolumeUniverseDefinitions DollarVolume [get, set]
 Gets a helper that provides methods for creating universes based on daily dollar volumes More...
 
Universe QC500 [get]
 Creates a new fine universe that contains the constituents of QC500 index based onthe company fundamentals The algorithm creates a default tradable and liquid universe containing 500 US equities which are chosen at the first trading day of each month. More...
 

Detailed Description

Provides helpers for defining universes in algorithms

Definition at line 29 of file UniverseDefinitions.cs.

Constructor & Destructor Documentation

◆ UniverseDefinitions()

QuantConnect.Algorithm.UniverseDefinitions.UniverseDefinitions ( QCAlgorithm  algorithm)

Initializes a new instance of the UniverseDefinitions class

Parameters
algorithmThe algorithm instance, used for obtaining the default UniverseSettings

Definition at line 47 of file UniverseDefinitions.cs.

Member Function Documentation

◆ ETF() [1/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( string  etfTicker,
string  market,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided etfTicker

Parameters
etfTickerTicker of the ETF to get constituents for
marketMarket of the ETF
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 61 of file UniverseDefinitions.cs.

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◆ ETF() [2/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( string  etfTicker,
string  market,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided etfTicker

Parameters
etfTickerTicker of the ETF to get constituents for
marketMarket of the ETF
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 89 of file UniverseDefinitions.cs.

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◆ ETF() [3/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( string  etfTicker,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided etfTicker

Parameters
etfTickerTicker of the ETF to get constituents for
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 100 of file UniverseDefinitions.cs.

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◆ ETF() [4/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( string  etfTicker,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided etfTicker

Parameters
etfTickerTicker of the ETF to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 112 of file UniverseDefinitions.cs.

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◆ ETF() [5/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( string  etfTicker,
string  market = null,
UniverseSettings  universeSettings = null,
PyObject  universeFilterFunc = null 
)

Creates a universe for the constituents of the provided etfTicker

Parameters
etfTickerTicker of the ETF to get constituents for
marketMarket of the ETF
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 128 of file UniverseDefinitions.cs.

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◆ ETF() [6/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( string  etfTicker,
UniverseSettings  universeSettings,
PyObject  universeFilterFunc 
)

Creates a universe for the constituents of the provided etfTicker

Parameters
etfTickerTicker of the ETF to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 144 of file UniverseDefinitions.cs.

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◆ ETF() [7/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( Symbol  symbol,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided ETF symbol

Parameters
symbolETF Symbol to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 159 of file UniverseDefinitions.cs.

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◆ ETF() [8/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( Symbol  symbol,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided ETF symbol

Parameters
symbolETF Symbol to get constituents for
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 171 of file UniverseDefinitions.cs.

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◆ ETF() [9/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF ( Symbol  symbol,
UniverseSettings  universeSettings = null,
PyObject  universeFilterFunc = null 
)

Creates a universe for the constituents of the provided ETF symbol

Parameters
symbolETF Symbol to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New ETF constituents Universe

Definition at line 183 of file UniverseDefinitions.cs.

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◆ Index() [1/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( string  indexTicker,
string  market,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexTicker

Parameters
indexTickerTicker of the index to get constituents for
marketMarket of the index
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 197 of file UniverseDefinitions.cs.

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◆ Index() [2/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( string  indexTicker,
string  market,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexTicker

Parameters
indexTickerTicker of the index to get constituents for
marketMarket of the index
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 217 of file UniverseDefinitions.cs.

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◆ Index() [3/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( string  indexTicker,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexTicker

Parameters
indexTickerTicker of the index to get constituents for
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 228 of file UniverseDefinitions.cs.

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◆ Index() [4/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( string  indexTicker,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexTicker

Parameters
indexTickerTicker of the index to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 240 of file UniverseDefinitions.cs.

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◆ Index() [5/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( string  indexTicker,
string  market = null,
UniverseSettings  universeSettings = null,
PyObject  universeFilterFunc = null 
)

Creates a universe for the constituents of the provided indexTicker

Parameters
indexTickerTicker of the index to get constituents for
marketMarket of the index
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 254 of file UniverseDefinitions.cs.

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◆ Index() [6/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( string  indexTicker,
UniverseSettings  universeSettings,
PyObject  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexTicker

Parameters
indexTickerTicker of the index to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 270 of file UniverseDefinitions.cs.

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◆ Index() [7/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( Symbol  indexSymbol,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexSymbol

Parameters
indexSymbolIndex Symbol to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 285 of file UniverseDefinitions.cs.

◆ Index() [8/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( Symbol  indexSymbol,
Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>  universeFilterFunc 
)

Creates a universe for the constituents of the provided indexSymbol

Parameters
indexSymbolIndex Symbol to get constituents for
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 297 of file UniverseDefinitions.cs.

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◆ Index() [9/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index ( Symbol  indexSymbol,
UniverseSettings  universeSettings = null,
PyObject  universeFilterFunc = null 
)

Creates a universe for the constituents of the provided indexSymbol

Parameters
indexSymbolIndex Symbol to get constituents for
universeSettingsUniverse settings
universeFilterFuncFunction to filter universe results
Returns
New index constituents Universe

Definition at line 309 of file UniverseDefinitions.cs.

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◆ Top()

Universe QuantConnect.Algorithm.UniverseDefinitions.Top ( int  count,
UniverseSettings  universeSettings = null 
)

Creates a new coarse universe that contains the top count of stocks by daily dollar volume

Parameters
countThe number of stock to select
universeSettingsThe settings for stocks added by this universe. Defaults to QCAlgorithm.UniverseSettings
Returns
A new coarse universe for the top count of stocks by dollar volume

Definition at line 340 of file UniverseDefinitions.cs.

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Member Data Documentation

◆ Unchanged

Universe.UnchangedUniverse QuantConnect.Algorithm.UniverseDefinitions.Unchanged => Universe.Unchanged

Specifies that universe selection should not make changes on this iteration

Definition at line 41 of file UniverseDefinitions.cs.

Property Documentation

◆ DollarVolume

DollarVolumeUniverseDefinitions QuantConnect.Algorithm.UniverseDefinitions.DollarVolume
getset

Gets a helper that provides methods for creating universes based on daily dollar volumes

Definition at line 36 of file UniverseDefinitions.cs.

◆ QC500

Universe QuantConnect.Algorithm.UniverseDefinitions.QC500
get

Creates a new fine universe that contains the constituents of QC500 index based onthe company fundamentals The algorithm creates a default tradable and liquid universe containing 500 US equities which are chosen at the first trading day of each month.

Returns
A new coarse universe for the top count of stocks by dollar volume

Definition at line 325 of file UniverseDefinitions.cs.


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