Coarse More...

Public Member Functions
	CoarseUniverseGeneratorProgram (DirectoryInfo dailyDataFolder, DirectoryInfo destinationFolder, string market, FileInfo blackListedTickersFile, string reservedWordsPrefix, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, bool debugEnabled=false)
	Initializes a new instance of the CoarseUniverseGeneratorProgram class. More...

bool	Run (out ConcurrentDictionary< SecurityIdentifier, List< CoarseFundamental >> coarsePerSecurity, out DateTime[] dates)
	Runs this instance. More...

Static Public Member Functions
static bool	CoarseUniverseGenerator ()
	Runs the Coarse universe generator with default values. More...

Static Public Attributes
const FundamentalProperty	HasFundamentalSource = FundamentalProperty.CompanyReference_CompanyId
	Has fundamental data source More...

Detailed Description

Coarse

Definition at line 41 of file CoarseUniverseGeneratorProgram.cs.

Constructor & Destructor Documentation

◆ CoarseUniverseGeneratorProgram()

QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram.CoarseUniverseGeneratorProgram	(	DirectoryInfo	dailyDataFolder,
		DirectoryInfo	destinationFolder,
		string	market,
		FileInfo	blackListedTickersFile,
		string	reservedWordsPrefix,
		IMapFileProvider	mapFileProvider,
		IFactorFileProvider	factorFileProvider,
		bool	debugEnabled = `false`
	)

Initializes a new instance of the CoarseUniverseGeneratorProgram class.

Parameters

dailyDataFolder	The daily data folder.
destinationFolder	The destination folder.
market	The market.
blackListedTickersFile	The black listed tickers file.
reservedWordsPrefix	The reserved words prefix.
mapFileProvider	The map file provider.
factorFileProvider	The factor file provider.
debugEnabled	if set to `true` [debug enabled].

Definition at line 86 of file CoarseUniverseGeneratorProgram.cs.

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Member Function Documentation

◆ CoarseUniverseGenerator()

static bool QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram.CoarseUniverseGenerator ( )

static

Runs the Coarse universe generator with default values.

Returns

Definition at line 59 of file CoarseUniverseGeneratorProgram.cs.

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◆ Run()

bool QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram.Run	(	out ConcurrentDictionary< SecurityIdentifier, List< CoarseFundamental >>	coarsePerSecurity,
		out DateTime[]	dates
	)

Runs this instance.

Returns

Definition at line 110 of file CoarseUniverseGeneratorProgram.cs.

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Member Data Documentation

◆ HasFundamentalSource

const FundamentalProperty QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram.HasFundamentalSource = FundamentalProperty.CompanyReference_CompanyId

static

Has fundamental data source

Definition at line 46 of file CoarseUniverseGeneratorProgram.cs.

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

ToolBox/CoarseUniverseGenerator/CoarseUniverseGeneratorProgram.cs

Public Member Functions

Static Public Member Functions

Static Public Attributes