QuantConnect.Algorithm.DollarVolumeUniverseDefinitions Class Reference

Provides helpers for defining universes based on the daily dollar volume More...

Public Member Functions
	DollarVolumeUniverseDefinitions (QCAlgorithm algorithm)
	Initializes a new instance of the DollarVolumeUniverseDefinitions class More...
Universe	Top (int count, UniverseSettings universeSettings=null)
	Creates a new coarse universe that contains the top count of stocks by daily dollar volume More...

Detailed Description

Provides helpers for defining universes based on the daily dollar volume

Definition at line 29 of file DollarVolumeUniverseDefinitions.cs.

Constructor & Destructor Documentation

DollarVolumeUniverseDefinitions()

QuantConnect.Algorithm.DollarVolumeUniverseDefinitions.DollarVolumeUniverseDefinitions

(

QCAlgorithm

algorithm

)

Initializes a new instance of the DollarVolumeUniverseDefinitions class

Parameters

algorithm

The algorithm instance, used for obtaining the default UniverseSettings

Definition at line 37 of file DollarVolumeUniverseDefinitions.cs.

Member Function Documentation

Top()

Universe QuantConnect.Algorithm.DollarVolumeUniverseDefinitions.Top	(	int	count,
		UniverseSettings	universeSettings = null
	)

Creates a new coarse universe that contains the top count of stocks by daily dollar volume

Parameters

count	The number of stock to select
universeSettings	The settings for stocks added by this universe. Defaults to QCAlgorithm.UniverseSettings

Returns

A new coarse universe for the top count of stocks by dollar volume

Definition at line 51 of file DollarVolumeUniverseDefinitions.cs.

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

• Algorithm/DollarVolumeUniverseDefinitions.cs