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QuantConnect.Securities.OptionFilterUniverseEx Class Reference

Extensions for Linq support More...

Static Public Member Functions

static OptionFilterUniverse Where (this OptionFilterUniverse universe, Func< Symbol, bool > predicate)
 Filters universe More...
 
static OptionFilterUniverse Select (this OptionFilterUniverse universe, Func< Symbol, Symbol > mapFunc)
 Maps universe More...
 
static OptionFilterUniverse SelectMany (this OptionFilterUniverse universe, Func< Symbol, IEnumerable< Symbol >> mapFunc)
 Binds universe More...
 
static OptionFilterUniverse WhereContains (this OptionFilterUniverse universe, List< Symbol > filterList)
 Updates universe to only contain the symbols in the list More...
 

Detailed Description

Extensions for Linq support

Definition at line 232 of file OptionFilterUniverse.cs.

Member Function Documentation

◆ Where()

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.Where ( this OptionFilterUniverse  universe,
Func< Symbol, bool >  predicate 
)
static

Filters universe

Parameters
universeUniverse to apply the filter too
predicateBool function to determine which Symbol are filtered
Returns
Universe with filter applied

Definition at line 240 of file OptionFilterUniverse.cs.

◆ Select()

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.Select ( this OptionFilterUniverse  universe,
Func< Symbol, Symbol mapFunc 
)
static

Maps universe

Parameters
universeUniverse to apply the filter too
mapFuncSymbol function to determine which Symbols are filtered
Returns
Universe with filter applied

Definition at line 252 of file OptionFilterUniverse.cs.

◆ SelectMany()

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.SelectMany ( this OptionFilterUniverse  universe,
Func< Symbol, IEnumerable< Symbol >>  mapFunc 
)
static

Binds universe

Parameters
universeUniverse to apply the filter too
mapFuncSymbol function to determine which Symbols are filtered
Returns
Universe with filter applied

Definition at line 264 of file OptionFilterUniverse.cs.

◆ WhereContains()

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.WhereContains ( this OptionFilterUniverse  universe,
List< Symbol filterList 
)
static

Updates universe to only contain the symbols in the list

Parameters
universeUniverse to apply the filter too
filterListList of Symbols to keep in the Universe
Returns
Universe with filter applied

Definition at line 276 of file OptionFilterUniverse.cs.


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