Provides an implementation of UniverseSelection.Universe that redirects all calls to a wrapped (or decorated) universe. This provides scaffolding for other decorators who only need to override one or two methods.
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override IEnumerable< SubscriptionRequest > | GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc) |
| Gets the subscription requests to be added for the specified security More...
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override IEnumerable< SubscriptionRequest > | GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService) |
| Gets the subscription requests to be added for the specified security More...
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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...
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override Security | CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase) |
| Creates and configures a security for the specified symbol More...
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override IEnumerable< Symbol > | SelectSymbols (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More...
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IEnumerable< Symbol > | PerformSelection (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More...
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bool | ContainsMember (Symbol symbol) |
| Determines whether or not the specified symbol is currently a member of this universe More...
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virtual void | Dispose () |
| Marks this universe as disposed and ready to remove all child subscriptions More...
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Provides an implementation of UniverseSelection.Universe that redirects all calls to a wrapped (or decorated) universe. This provides scaffolding for other decorators who only need to override one or two methods.
Requires special handling due to this != this.Universe
GetSubscriptionRequests(Security, DateTime, DateTime, ISubscriptionDataConfigService)
Definition at line 32 of file UniverseDecorator.cs.
◆ UniverseDecorator()
QuantConnect.Data.UniverseSelection.UniverseDecorator.UniverseDecorator |
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Universe |
universe | ) |
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protected |
Initializes a new instance of the UniverseDecorator class
- Parameters
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universe | The decorated universe. All overridable methods delegate to this instance. |
Definition at line 66 of file UniverseDecorator.cs.
◆ GetSubscriptionRequests() [1/2]
override IEnumerable<SubscriptionRequest> QuantConnect.Data.UniverseSelection.UniverseDecorator.GetSubscriptionRequests |
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Security |
security, |
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DateTime |
currentTimeUtc, |
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DateTime |
maximumEndTimeUtc |
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) |
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virtual |
Gets the subscription requests to be added for the specified security
- Parameters
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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 80 of file UniverseDecorator.cs.
◆ GetSubscriptionRequests() [2/2]
Gets the subscription requests to be added for the specified security
- Parameters
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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 |
subscriptionService | Instance which implements ISubscriptionDataConfigService interface |
- Returns
- All subscriptions required by this security
Reimplemented from QuantConnect.Data.UniverseSelection.Universe.
Definition at line 93 of file UniverseDecorator.cs.
◆ CanRemoveMember()
override bool QuantConnect.Data.UniverseSelection.UniverseDecorator.CanRemoveMember |
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DateTime |
utcTime, |
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Security |
security |
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) |
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virtual |
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
- Parameters
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utcTime | The current utc time |
security | The security to check if its ok to remove |
- Returns
- True if we can remove the security, false otherwise
Reimplemented from QuantConnect.Data.UniverseSelection.Universe.
Definition at line 126 of file UniverseDecorator.cs.
◆ CreateSecurity()
Creates and configures a security for the specified symbol
- Parameters
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symbol | The symbol of the security to be created |
algorithm | The algorithm instance |
marketHoursDatabase | The market hours database |
symbolPropertiesDatabase | The symbol properties database |
- Returns
- The newly initialized security object
Reimplemented from QuantConnect.Data.UniverseSelection.Universe.
Definition at line 140 of file UniverseDecorator.cs.
◆ SelectSymbols()
override IEnumerable<Symbol> QuantConnect.Data.UniverseSelection.UniverseDecorator.SelectSymbols |
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DateTime |
utcTime, |
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BaseDataCollection |
data |
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) |
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virtual |
◆ Universe
readonly Universe QuantConnect.Data.UniverseSelection.UniverseDecorator.Universe |
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protected |
◆ UniverseSettings
override UniverseSettings QuantConnect.Data.UniverseSelection.UniverseDecorator.UniverseSettings |
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getset |
Gets the settings used for subscriptions added for this universe
Definition at line 43 of file UniverseDecorator.cs.
◆ Securities
override ConcurrentDictionary<Symbol, Member> QuantConnect.Data.UniverseSelection.UniverseDecorator.Securities |
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get |
Gets the internal security collection used to define membership in this universe
Definition at line 58 of file UniverseDecorator.cs.
The documentation for this class was generated from the following file: