Provides a universe decoration that replaces the implementation of GetSubscriptionRequests More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator:

Public Member Functions
delegate IEnumerable< SubscriptionRequest >	GetSubscriptionRequestsDelegate (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
	Delegate type for the GetSubscriptionRequests method More...

	GetSubscriptionRequestsUniverseDecorator (Universe universe, GetSubscriptionRequestsDelegate getRequests)
	Initializes a new instance of the GetSubscriptionRequestsUniverseDecorator class More...

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

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...

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...

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

Detailed Description

Provides a universe decoration that replaces the implementation of GetSubscriptionRequests

Definition at line 25 of file GetSubscriptionRequestsUniverseDecorator.cs.

Constructor & Destructor Documentation

◆ GetSubscriptionRequestsUniverseDecorator()

QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator.GetSubscriptionRequestsUniverseDecorator	(	Universe	universe,
		GetSubscriptionRequestsDelegate	getRequests
	)

Initializes a new instance of the GetSubscriptionRequestsUniverseDecorator class

Parameters

universe	The universe to be decorated
getRequests

Definition at line 43 of file GetSubscriptionRequestsUniverseDecorator.cs.

Member Function Documentation

◆ GetSubscriptionRequestsDelegate()

delegate IEnumerable<SubscriptionRequest> QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator.GetSubscriptionRequestsDelegate	(	Security	security,
		DateTime	currentTimeUtc,
		DateTime	maximumEndTimeUtc
	)

Delegate type for the GetSubscriptionRequests method

Parameters

security	The security to get subscription requests for
currentTimeUtc	The current utc frontier time
maximumEndTimeUtc

Returns: The subscription requests for the security to be given to the data feed

◆ GetSubscriptionRequests()

override IEnumerable<SubscriptionRequest> QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator.GetSubscriptionRequests	(	Security	security,
		DateTime	currentTimeUtc,
		DateTime	maximumEndTimeUtc
	)

virtual

Gets the subscription requests to be added for the specified security

Parameters

security	The security to get subscriptions for
currentTimeUtc	The current time in utc. This is the frontier time of the algorithm
maximumEndTimeUtc	The max end time

Returns: All subscriptions required by this security

Reimplemented from QuantConnect.Data.UniverseSelection.Universe.

Definition at line 56 of file GetSubscriptionRequestsUniverseDecorator.cs.

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

Common/Data/UniverseSelection/GetSubscriptionRequestsUniverseDecorator.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ GetSubscriptionRequestsUniverseDecorator()

Member Function Documentation

◆ GetSubscriptionRequestsDelegate()

◆ GetSubscriptionRequests()