QuantConnect.Securities.OptionFilterUniverseEx Class Reference

Extensions for Linq support More...

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

Detailed Description

Extensions for Linq support

Definition at line 1073 of file OptionFilterUniverse.cs.

Member Function Documentation

Where() [1/2]

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

static

Filters universe

Parameters

universe	Universe to apply the filter too
predicate	Bool function to determine which Symbol are filtered

Returns

Universe with filter applied

Definition at line 1081 of file OptionFilterUniverse.cs.

Where() [2/2]

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.Where ( this OptionFilterUniverse  universe, PyObject  predicate  )

static

Filters universe

Parameters

universe	Universe to apply the filter too
predicate	Bool function to determine which Symbol are filtered

Returns

Universe with filter applied

Definition at line 1093 of file OptionFilterUniverse.cs.

Select() [1/2]

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

static

Maps universe

Parameters

universe	Universe to apply the filter too
mapFunc	Symbol function to determine which Symbols are filtered

Returns

Universe with filter applied

Definition at line 1105 of file OptionFilterUniverse.cs.

Select() [2/2]

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.Select ( this OptionFilterUniverse  universe, PyObject  mapFunc  )

static

Maps universe

Parameters

universe	Universe to apply the filter too
mapFunc	Symbol function to determine which Symbols are filtered

Returns

Universe with filter applied

Definition at line 1117 of file OptionFilterUniverse.cs.

SelectMany() [1/2]

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

static

Binds universe

Parameters

universe	Universe to apply the filter too
mapFunc	Symbol function to determine which Symbols are filtered

Returns

Universe with filter applied

Definition at line 1128 of file OptionFilterUniverse.cs.

SelectMany() [2/2]

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.SelectMany ( this OptionFilterUniverse  universe, PyObject  mapFunc  )

static

Binds universe

Parameters

universe	Universe to apply the filter too
mapFunc	Symbol function to determine which Symbols are filtered

Returns

Universe with filter applied

Definition at line 1140 of file OptionFilterUniverse.cs.

WhereContains() [1/2]

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

static

Updates universe to only contain the symbols in the list

Parameters

universe	Universe to apply the filter too
filterList	List of Symbols to keep in the Universe

Returns

Universe with filter applied

Definition at line 1151 of file OptionFilterUniverse.cs.

WhereContains() [2/2]

static OptionFilterUniverse QuantConnect.Securities.OptionFilterUniverseEx.WhereContains ( this OptionFilterUniverse  universe, PyObject  filterList  )

static

Updates universe to only contain the symbols in the list

Parameters

universe	Universe to apply the filter too
filterList	List of Symbols to keep in the Universe

Returns

Universe with filter applied

Definition at line 1163 of file OptionFilterUniverse.cs.

---

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

• Common/Securities/Option/OptionFilterUniverse.cs