Provides a universe that can be filtered with a FineFundamental selection function More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse:

Public Member Functions
	FineFundamentalFilteredUniverse (Universe universe, Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> fineSelector)
	Initializes a new instance of the FineFundamentalFilteredUniverse class More...

	FineFundamentalFilteredUniverse (Universe universe, PyObject fineSelector)
	Initializes a new instance of the FineFundamentalFilteredUniverse class More...

Public Member Functions inherited from QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator
delegate IEnumerable< Symbol >	SelectSymbolsDelegate (DateTime utcTime, BaseDataCollection data)
	Delegate type for the SelectSymbols method More...

	SelectSymbolsUniverseDecorator (Universe universe, SelectSymbolsDelegate selectSymbols)
	Initializes a new instance of the SelectSymbolsUniverseDecorator class More...

override IEnumerable< Symbol >	SelectSymbols (DateTime utcTime, BaseDataCollection data)
	Performs universe selection using the data specified More...

Public Member Functions inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator
override IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
	Gets the subscription requests to be added for the specified security More...

override IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService)
	Gets the subscription requests to be added for the specified security More...

override bool	CanRemoveMember (DateTime utcTime, Security security)
	Determines whether or not the specified security can be removed from this universe. This is useful to prevent securities from being taken out of a universe before the algorithm has had enough time to make decisions on the security More...

override Security	CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase)
	Creates and configures a security for the specified symbol More...

override IEnumerable< Symbol >	SelectSymbols (DateTime utcTime, BaseDataCollection data)
	Performs universe selection using the data specified More...

Public Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe
IEnumerable< Symbol >	PerformSelection (DateTime utcTime, BaseDataCollection data)
	Performs universe selection using the data specified More...

bool	ContainsMember (Symbol symbol)
	Determines whether or not the specified symbol is currently a member of this universe More...

virtual void	Dispose ()
	Marks this universe as disposed and ready to remove all child subscriptions More...

Properties
FineFundamentalUniverse	FineFundamentalUniverse `[get]`
	The universe that will be used for fine universe selection More...

Properties inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator
override UniverseSettings	UniverseSettings `[get, set]`
	Gets the settings used for subscriptions added for this universe More...

override ConcurrentDictionary< Symbol, Member >	Securities `[get]`
	Gets the internal security collection used to define membership in this universe More...

Properties inherited from QuantConnect.Data.UniverseSelection.Universe
virtual ConcurrentDictionary< Symbol, Member >	Securities `[get]`
	Gets the internal security collection used to define membership in this universe More...

HashSet< Symbol >	Selected `[get, set]`
	The currently selected symbol set More...

virtual bool	Asynchronous `[get, set]`
	True if this universe filter can run async in the data stack More...

virtual bool	DisposeRequested `[get, protected set]`
	Flag indicating if disposal of this universe has been requested More...

virtual UniverseSettings	UniverseSettings `[get, set]`
	Gets the settings used for subscriptions added for this universe More...

virtual SubscriptionDataConfig	Configuration `[get]`
	Gets the configuration used to get universe data More...

Dictionary< Symbol, Security >	Members `[get]`
	Gets the current listing of members in this universe. Modifications to this dictionary do not change universe membership. More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe
SecurityType	SecurityType => Configuration.SecurityType
	Gets the security type of this universe More...

string	Market => Configuration.Market
	Gets the market of this universe More...

Symbol	Symbol => Configuration.Symbol
	Gets the symbol of this universe More...

Type	DataType => Configuration.Type
	Gets the data type of this universe More...

Static Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe
static readonly UnchangedUniverse	Unchanged = UnchangedUniverse.Instance
	Gets a value indicating that no change to the universe should be made More...

Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator
	UniverseDecorator (Universe universe)
	Initializes a new instance of the UniverseDecorator class More...

Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe
	Universe (SubscriptionDataConfig config)
	Initializes a new instance of the Universe class More...

void	OnSelectionChanged (HashSet< Symbol > selection=null)
	Event invocator for the SelectionChanged event More...

Protected Attributes inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator
readonly Universe	Universe
	The decorated universe instance More...

Events inherited from QuantConnect.Data.UniverseSelection.Universe
EventHandler	SelectionChanged
	Event fired when the universe selection has changed More...

Detailed Description

Provides a universe that can be filtered with a FineFundamental selection function

Definition at line 26 of file FineFundamentalFilteredUniverse.cs.

Constructor & Destructor Documentation

◆ FineFundamentalFilteredUniverse() [1/2]

QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse.FineFundamentalFilteredUniverse	(	Universe	universe,
		Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >>	fineSelector
	)

Initializes a new instance of the FineFundamentalFilteredUniverse class

Parameters

universe	The universe to be filtered
fineSelector	The fine selection function

Definition at line 38 of file FineFundamentalFilteredUniverse.cs.

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◆ FineFundamentalFilteredUniverse() [2/2]

QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse.FineFundamentalFilteredUniverse	(	Universe	universe,
		PyObject	fineSelector
	)

Initializes a new instance of the FineFundamentalFilteredUniverse class

Parameters

universe	The universe to be filtered
fineSelector	The fine selection function

Definition at line 55 of file FineFundamentalFilteredUniverse.cs.

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Property Documentation

◆ FineFundamentalUniverse

FineFundamentalUniverse QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse.FineFundamentalUniverse

get

The universe that will be used for fine universe selection

Definition at line 31 of file FineFundamentalFilteredUniverse.cs.

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

Common/Data/UniverseSelection/FineFundamentalFilteredUniverse.cs

Public Member Functions