Provides a functional implementation of IDerivativeSecurityFilter<T> More...

Inheritance diagram for QuantConnect.Securities.FuncSecurityDerivativeFilter< T >:

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

IDerivativeSecurityFilterUniverse< T >	Filter (IDerivativeSecurityFilterUniverse< T > 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< T >
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<T>

Type Constraints

T

:

IChainUniverseData

Definition at line 24 of file FuncSecurityDerivativeFilter.cs.

Constructor & Destructor Documentation

◆ FuncSecurityDerivativeFilter()

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

Initializes a new instance of the FuncSecurityDerivativeFilter<T> class

Parameters

filter The functional implementation of the Filter method

Definition at line 38 of file FuncSecurityDerivativeFilter.cs.

Member Function Documentation

◆ Filter()

IDerivativeSecurityFilterUniverse<T> QuantConnect.Securities.FuncSecurityDerivativeFilter< T >.Filter ( IDerivativeSecurityFilterUniverse< T > universe )

Filters the input set of symbols represented by the universe

Parameters

universe Derivative symbols universe used in filtering