This universe will hold single option contracts and their underlying, managing removals and additions More...

Inheritance diagram for QuantConnect.Algorithm.Selection.OptionContractUniverse:

Public Member Functions
	OptionContractUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings)
	Creates a new empty instance More...

override IEnumerable< Symbol >	SelectSymbols (DateTime utcTime, BaseDataCollection data)
	Returns the symbols defined by the user for this universe More...

Public Member Functions inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
	UserDefinedUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, TimeSpan interval, IEnumerable< Symbol > symbols)
	Initializes a new instance of the UserDefinedUniverse class More...

	UserDefinedUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, TimeSpan interval, Func< DateTime, IEnumerable< string >> selector)
	Initializes a new instance of the UserDefinedUniverse class More...

bool	Add (Symbol symbol)
	Adds the specified Symbol to this universe More...

bool	Add (SubscriptionDataConfig subscriptionDataConfig)
	Adds the specified SubscriptionDataConfig to this universe More...

bool	Remove (Symbol symbol)
	Removes the specified Symbol from this universe More...

override IEnumerable< Symbol >	SelectSymbols (DateTime utcTime, BaseDataCollection data)
	Returns the symbols defined by the user for this universe More...

virtual IEnumerable< DateTime >	GetTriggerTimes (DateTime startTimeUtc, DateTime endTimeUtc, MarketHoursDatabase marketHoursDatabase)
	Returns an enumerator that defines when this user defined universe will be invoked More...

override IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService)
	Gets the subscription requests to be added for the specified security More...

Public Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe
virtual bool	CanRemoveMember (DateTime utcTime, Security security)
	Determines whether or not the specified security can be removed from this universe. This is useful to prevent securities from being taken out of a universe before the algorithm has had enough time to make decisions on the security More...

IEnumerable< Symbol >	PerformSelection (DateTime utcTime, BaseDataCollection data)
	Performs universe selection using the data specified More...

virtual Security	CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase)
	Creates and configures a security for the specified symbol More...

virtual IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
	Gets the subscription requests to be added for the specified security More...

bool	ContainsMember (Symbol symbol)
	Determines whether or not the specified symbol is currently a member of this universe More...

virtual void	Dispose ()
	Marks this universe as disposed and ready to remove all child subscriptions More...

Static Public Member Functions
static Symbol	CreateSymbol (string market, SecurityType securityType)
	Creates a user defined universe symbol More...

Static Public Member Functions inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
static Symbol	CreateSymbol (SecurityType securityType, string market)
	Creates a user defined universe symbol More...

Protected Member Functions
override void	OnCollectionChanged (NotifyCollectionChangedEventArgs e)
	Event invocator for the UserDefinedUniverse.CollectionChanged event More...

Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe
	Universe (SubscriptionDataConfig config)
	Initializes a new instance of the Universe class More...

void	OnSelectionChanged (HashSet< Symbol > selection=null)
	Event invocator for the SelectionChanged event More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe
SecurityType	SecurityType => Configuration.SecurityType
	Gets the security type of this universe More...

string	Market => Configuration.Market
	Gets the market of this universe More...

Symbol	Symbol => Configuration.Symbol
	Gets the symbol of this universe More...

Type	DataType => Configuration.Type
	Gets the data type of this universe More...

Static Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe
static readonly UnchangedUniverse	Unchanged = UnchangedUniverse.Instance
	Gets a value indicating that no change to the universe should be made More...

Properties inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
TimeSpan	Interval `[get]`
	Gets the interval of this user defined universe More...

Properties inherited from QuantConnect.Data.UniverseSelection.Universe
virtual ConcurrentDictionary< Symbol, Member >	Securities `[get]`
	Gets the internal security collection used to define membership in this universe More...

HashSet< Symbol >	Selected `[get, set]`
	The currently selected symbol set More...

virtual bool	Asynchronous `[get, set]`
	True if this universe filter can run async in the data stack More...

virtual bool	DisposeRequested `[get, protected set]`
	Flag indicating if disposal of this universe has been requested More...

virtual UniverseSettings	UniverseSettings `[get, set]`
	Gets the settings used for subscriptions added for this universe More...

virtual SubscriptionDataConfig	Configuration `[get]`
	Gets the configuration used to get universe data More...

Dictionary< Symbol, Security >	Members `[get]`
	Gets the current listing of members in this universe. Modifications to this dictionary do not change universe membership. More...

Events inherited from QuantConnect.Data.UniverseSelection.UserDefinedUniverse
NotifyCollectionChangedEventHandler	CollectionChanged
	Event fired when a symbol is added or removed from this universe More...

Events inherited from QuantConnect.Data.UniverseSelection.Universe
EventHandler	SelectionChanged
	Event fired when the universe selection has changed More...

Detailed Description

This universe will hold single option contracts and their underlying, managing removals and additions

Definition at line 28 of file OptionContractUniverse.cs.

Constructor & Destructor Documentation

◆ OptionContractUniverse()

QuantConnect.Algorithm.Selection.OptionContractUniverse.OptionContractUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings
	)

Creates a new empty instance

Parameters

configuration	The universe configuration to use
universeSettings	The universe settings to use

Definition at line 37 of file OptionContractUniverse.cs.

Member Function Documentation

◆ SelectSymbols()

override IEnumerable<Symbol> QuantConnect.Algorithm.Selection.OptionContractUniverse.SelectSymbols	(	DateTime	utcTime,
		BaseDataCollection	data
	)

virtual

Returns the symbols defined by the user for this universe

Parameters

utcTime	The current utc time
data	The symbols to remain in the universe

Returns: The data that passes the filter

Implements QuantConnect.Data.UniverseSelection.Universe.

Definition at line 51 of file OptionContractUniverse.cs.

◆ OnCollectionChanged()

override void QuantConnect.Algorithm.Selection.OptionContractUniverse.OnCollectionChanged ( NotifyCollectionChangedEventArgs e )

protectedvirtual

Event invocator for the UserDefinedUniverse.CollectionChanged event

Parameters

e	The notify collection changed event arguments

Reimplemented from QuantConnect.Data.UniverseSelection.UserDefinedUniverse.

Definition at line 60 of file OptionContractUniverse.cs.

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◆ CreateSymbol()

static Symbol QuantConnect.Algorithm.Selection.OptionContractUniverse.CreateSymbol	(	string	market,
		SecurityType	securityType
	)

static

Creates a user defined universe symbol

Parameters

market	The market
securityType	The underlying option security type

Returns: A symbol for user defined universe of the specified security type and market

Definition at line 90 of file OptionContractUniverse.cs.

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

Algorithm/Selection/OptionContractUniverse.cs

Public Member Functions

Static Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ OptionContractUniverse()

Member Function Documentation

◆ SelectSymbols()

◆ OnCollectionChanged()

◆ CreateSymbol()