QuantConnect.Data.UniverseSelection.ScheduledUniverse Class Reference
Defines a user that is fired based on a specified IDateRule and ITimeRule More...
Inheritance diagram for QuantConnect.Data.UniverseSelection.ScheduledUniverse:
Public Member Functions | |
| ScheduledUniverse (DateTimeZone timeZone, IDateRule dateRule, ITimeRule timeRule, Func< DateTime, IEnumerable< Symbol >> selector, UniverseSettings settings=null) | |
| Initializes a new instance of the ScheduledUniverse class More... | |
| ScheduledUniverse (IDateRule dateRule, ITimeRule timeRule, Func< DateTime, IEnumerable< Symbol >> selector, UniverseSettings settings=null) | |
| Initializes a new instance of the ScheduledUniverse class More... | |
| ScheduledUniverse (DateTimeZone timeZone, IDateRule dateRule, ITimeRule timeRule, PyObject selector, UniverseSettings settings=null) | |
| Initializes a new instance of the ScheduledUniverse class More... | |
| ScheduledUniverse (IDateRule dateRule, ITimeRule timeRule, PyObject selector, UniverseSettings settings=null) | |
| Initializes a new instance of the ScheduledUniverse class More... | |
| override IEnumerable< Symbol > | SelectSymbols (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More... | |
| IEnumerable< DateTime > | GetTriggerTimes (DateTime startTimeUtc, DateTime endTimeUtc, MarketHoursDatabase marketHoursDatabase) |
| Get an enumerator of UTC DateTimes that defines when this universe will be invoked More... | |
 Public Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe | |
| virtual 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... | |
| IEnumerable< Symbol > | PerformSelection (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More... | |
| virtual Security | CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase) |
| Creates and configures a security for the specified symbol More... | |
| virtual IEnumerable< SubscriptionRequest > | GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc) |
| Gets the subscription requests to be added for the specified security More... | |
| virtual IEnumerable< SubscriptionRequest > | GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService) |
| Gets the subscription requests to be added for the specified security 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.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... | |
| 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
Defines a user that is fired based on a specified IDateRule and ITimeRule
Definition at line 29 of file ScheduledUniverse.cs.
Constructor & Destructor Documentation
◆ ScheduledUniverse() [1/4]
| QuantConnect.Data.UniverseSelection.ScheduledUniverse.ScheduledUniverse | ( | DateTimeZone | timeZone, |
| IDateRule | dateRule, | ||
| ITimeRule | timeRule, | ||
| Func< DateTime, IEnumerable< Symbol >> | selector, | ||
| UniverseSettings | settings = null |
||
| ) |
Initializes a new instance of the ScheduledUniverse class
- Parameters
-
timeZone The time zone the date/time rules are in dateRule Date rule defines what days the universe selection function will be invoked timeRule Time rule defines what times on each day selected by date rule the universe selection function will be invoked selector Selector function accepting the date time firing time and returning the universe selected symbols settings Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings
Definition at line 43 of file ScheduledUniverse.cs.
◆ ScheduledUniverse() [2/4]
| QuantConnect.Data.UniverseSelection.ScheduledUniverse.ScheduledUniverse | ( | IDateRule | dateRule, |
| ITimeRule | timeRule, | ||
| Func< DateTime, IEnumerable< Symbol >> | selector, | ||
| UniverseSettings | settings = null |
||
| ) |
Initializes a new instance of the ScheduledUniverse class
- Parameters
-
dateRule Date rule defines what days the universe selection function will be invoked timeRule Time rule defines what times on each day selected by date rule the universe selection function will be invoked selector Selector function accepting the date time firing time and returning the universe selected symbols settings Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings
Definition at line 59 of file ScheduledUniverse.cs.
◆ ScheduledUniverse() [3/4]
| QuantConnect.Data.UniverseSelection.ScheduledUniverse.ScheduledUniverse | ( | DateTimeZone | timeZone, |
| IDateRule | dateRule, | ||
| ITimeRule | timeRule, | ||
| PyObject | selector, | ||
| UniverseSettings | settings = null |
||
| ) |
Initializes a new instance of the ScheduledUniverse class
- Parameters
-
timeZone The time zone the date/time rules are in dateRule Date rule defines what days the universe selection function will be invoked timeRule Time rule defines what times on each day selected by date rule the universe selection function will be invoked selector Selector function accepting the date time firing time and returning the universe selected symbols settings Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings
Definition at line 72 of file ScheduledUniverse.cs.
◆ ScheduledUniverse() [4/4]
| QuantConnect.Data.UniverseSelection.ScheduledUniverse.ScheduledUniverse | ( | IDateRule | dateRule, |
| ITimeRule | timeRule, | ||
| PyObject | selector, | ||
| UniverseSettings | settings = null |
||
| ) |
Initializes a new instance of the ScheduledUniverse class
- Parameters
-
dateRule Date rule defines what days the universe selection function will be invoked timeRule Time rule defines what times on each day selected by date rule the universe selection function will be invoked selector Selector function accepting the date time firing time and returning the universe selected symbols settings Universe settings for subscriptions added via this universe, null will default to algorithm's universe settings
Definition at line 90 of file ScheduledUniverse.cs.
Member Function Documentation
◆ SelectSymbols()
|
virtual |
Performs universe selection using the data specified
- Parameters
-
utcTime The current utc time data The symbols to remain in the universe
- Returns
- The data that passes the filter
Implements QuantConnect.Data.UniverseSelection.Universe.
Definition at line 101 of file ScheduledUniverse.cs.
◆ GetTriggerTimes()
| IEnumerable<DateTime> QuantConnect.Data.UniverseSelection.ScheduledUniverse.GetTriggerTimes | ( | DateTime | startTimeUtc, |
| DateTime | endTimeUtc, | ||
| MarketHoursDatabase | marketHoursDatabase | ||
| ) |
Get an enumerator of UTC DateTimes that defines when this universe will be invoked
- Parameters
-
startTimeUtc The start time of the range in UTC endTimeUtc The end time of the range in UTC
- Returns
- An enumerator of UTC DateTimes that defines when this universe will be invoked
Implements QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse.
Definition at line 112 of file ScheduledUniverse.cs.
The documentation for this class was generated from the following file:
- Common/Data/UniverseSelection/ScheduledUniverse.cs
