QuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory Class Reference
Creates a universe based on an ETF's holdings at a given date More...
Inheritance diagram for QuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory:
Public Member Functions | |
| ETFConstituentsUniverseFactory (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> constituentsFilter=null) | |
| Creates a new universe for the constituents of the ETF provided as symbol More... | |
| ETFConstituentsUniverseFactory (Symbol symbol, UniverseSettings universeSettings, PyObject constituentsFilter) | |
| Creates a new universe for the constituents of the ETF provided as symbol More... | |
 Public Member Functions inherited from QuantConnect.Data.UniverseSelection.ConstituentsUniverse< ETFConstituentUniverse > | |
| ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< T >, IEnumerable< Symbol >> constituentsFilter=null) | |
| Creates a new instance of the ConstituentsUniverse More... | |
| ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, PyObject constituentsFilter=null) | |
| Creates a new instance of the ConstituentsUniverse More... | |
| ConstituentsUniverse (SubscriptionDataConfig subscriptionDataConfig, UniverseSettings universeSettings, Func< IEnumerable< T >, IEnumerable< Symbol >> constituentsFilter=null) | |
| Creates a new instance of the ConstituentsUniverse More... | |
| ConstituentsUniverse (SubscriptionDataConfig subscriptionDataConfig, UniverseSettings universeSettings, PyObject constituentsFilter=null) | |
| Constituent universe for a Python function More... | |
| ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< ConstituentsUniverseData >, IEnumerable< Symbol >> filterFunc) | |
| Creates a new instance of the ConstituentsUniverse More... | |
| ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings) | |
| Creates a new instance of the ConstituentsUniverse More... | |
| ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, PyObject filterFunc) | |
| Creates a new instance of the ConstituentsUniverse More... | |
Detailed Description
Creates a universe based on an ETF's holdings at a given date
Definition at line 26 of file ETFConstituentsUniverseFactory.cs.
Constructor & Destructor Documentation
◆ ETFConstituentsUniverseFactory() [1/2]
| QuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory.ETFConstituentsUniverseFactory | ( | Symbol | symbol, |
| UniverseSettings | universeSettings, | ||
| Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> | constituentsFilter = null |
||
| ) |
Creates a new universe for the constituents of the ETF provided as symbol
- Parameters
-
symbol The ETF to load constituents for universeSettings Universe settings constituentsFilter The filter function used to filter out ETF constituents from the universe
Definition at line 36 of file ETFConstituentsUniverseFactory.cs.
◆ ETFConstituentsUniverseFactory() [2/2]
| QuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory.ETFConstituentsUniverseFactory | ( | Symbol | symbol, |
| UniverseSettings | universeSettings, | ||
| PyObject | constituentsFilter | ||
| ) |
Creates a new universe for the constituents of the ETF provided as symbol
- Parameters
-
symbol The ETF to load constituents for universeSettings Universe settings constituentsFilter The filter function used to filter out ETF constituents from the universe
Definition at line 47 of file ETFConstituentsUniverseFactory.cs.
The documentation for this class was generated from the following file:
- Common/Data/UniverseSelection/ETFConstituentsUniverseFactory.cs
