Provides a functional implementation of IDerivativeSecurityFilter More...

Inheritance diagram for QuantConnect.Securities.FuncSecurityDerivativeFilter:

Public Member Functions
	FuncSecurityDerivativeFilter (Func< IDerivativeSecurityFilterUniverse, IDerivativeSecurityFilterUniverse > filter)
	Initializes a new instance of the FuncSecurityDerivativeFilter class More...

IDerivativeSecurityFilterUniverse	Filter (IDerivativeSecurityFilterUniverse universe)
	Filters the input set of symbols represented by the universe More...

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

Properties inherited from QuantConnect.Securities.IDerivativeSecurityFilter
bool	Asynchronous `[get, set]`
	True if this universe filter can run async in the data stack More...

Detailed Description

Provides a functional implementation of IDerivativeSecurityFilter

Definition at line 24 of file FuncSecurityDerivativeFilter.cs.

Constructor & Destructor Documentation

◆ FuncSecurityDerivativeFilter()

QuantConnect.Securities.FuncSecurityDerivativeFilter.FuncSecurityDerivativeFilter ( Func< IDerivativeSecurityFilterUniverse, IDerivativeSecurityFilterUniverse > filter )

Initializes a new instance of the FuncSecurityDerivativeFilter class

Parameters

filter The functional implementation of the Filter method

Definition at line 37 of file FuncSecurityDerivativeFilter.cs.