QuantConnect.Lean.Engine.DataFeeds.UniverseSelection Class Reference

Provides methods for apply the results of universe selection to an algorithm More...

Public Member Functions
	UniverseSelection (IAlgorithm algorithm, ISecurityService securityService, IDataPermissionManager dataPermissionManager, IDataProvider dataProvider, Resolution internalConfigResolution=Resolution.Minute)
	Initializes a new instance of the UniverseSelection class More...
void	SetDataManager (IDataFeedSubscriptionManager dataManager)
	Sets the data manager More...
SecurityChanges	ApplyUniverseSelection (Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData)
	Applies universe selection the the data feed and algorithm More...
bool	AddPendingInternalDataFeeds (DateTime utcStart)
	Will add any pending internal currency subscriptions More...
void	EnsureCurrencyDataFeeds (SecurityChanges securityChanges)
	Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data More...
SecurityChanges	HandleDelisting (BaseData data, bool isInternalFeed)

Detailed Description

Provides methods for apply the results of universe selection to an algorithm

Definition at line 33 of file UniverseSelection.cs.

Constructor & Destructor Documentation

UniverseSelection()

QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.UniverseSelection	(	IAlgorithm	algorithm,
		ISecurityService	securityService,
		IDataPermissionManager	dataPermissionManager,
		IDataProvider	dataProvider,
		Resolution	internalConfigResolution = Resolution.Minute
	)

Initializes a new instance of the UniverseSelection class

Parameters

algorithm	The algorithm to add securities to
securityService	The security service
dataPermissionManager	The data permissions manager
dataProvider	The data provider to use
internalConfigResolution	The resolution to use for internal configuration

Definition at line 55 of file UniverseSelection.cs.

Member Function Documentation

SetDataManager()

void QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.SetDataManager

(

IDataFeedSubscriptionManager

dataManager

)

Sets the data manager

Definition at line 79 of file UniverseSelection.cs.

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ApplyUniverseSelection()

SecurityChanges QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.ApplyUniverseSelection	(	Universe	universe,
		DateTime	dateTimeUtc,
		BaseDataCollection	universeData
	)

Applies universe selection the the data feed and algorithm

Parameters

universe	The universe to perform selection on
dateTimeUtc	The current date time in utc
universeData	The data provided to perform selection with

Definition at line 103 of file UniverseSelection.cs.

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AddPendingInternalDataFeeds()

bool QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.AddPendingInternalDataFeeds

(

DateTime

utcStart

)

Will add any pending internal currency subscriptions

Parameters

utcStart

The current date time in utc

Returns

Will return true if any subscription was added

Definition at line 319 of file UniverseSelection.cs.

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EnsureCurrencyDataFeeds()

void QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.EnsureCurrencyDataFeeds

(

SecurityChanges

securityChanges

)

Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data

Definition at line 412 of file UniverseSelection.cs.

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

• Engine/DataFeeds/UniverseSelection.cs