Provides a functional implementation of Universe More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.FuncUniverse< T >:

Public Member Functions
	FuncUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, Func< IEnumerable< T >, IEnumerable< Symbol >> universeSelector)
	Initializes a new instance of the FuncUniverse<T> class More...

	FuncUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, PyObject universeSelector)
	Initializes a new instance of the FuncUniverse<T> class for a filter function loaded from Python More...

override IEnumerable< Symbol >	SelectSymbols (DateTime utcTime, BaseDataCollection data)
	Performs an initial, coarse filter More...

	FuncUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> universeSelector)
	Initializes a new instance of the FuncUniverse class More...

	FuncUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, PyObject universeSelector)
	Initializes a new instance of the FuncUniverse class 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...

virtual IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService)
	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...

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...

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...

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.Universe
EventHandler	SelectionChanged
	Event fired when the universe selection has changed More...

Detailed Description

Provides a functional implementation of Universe

Template Parameters

T	The BaseData type to provide to the user defined universe filter

Type Constraints

T

:

BaseData

Definition at line 27 of file FuncUniverse.cs.

Constructor & Destructor Documentation

◆ FuncUniverse() [1/4]

QuantConnect.Data.UniverseSelection.FuncUniverse< T >.FuncUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings,
		Func< IEnumerable< T >, IEnumerable< Symbol >>	universeSelector
	)

Initializes a new instance of the FuncUniverse<T> class

Parameters

configuration	The configuration used to resolve the data for universe selection
universeSettings	The settings used for new subscriptions generated by this universe
universeSelector	Returns the symbols that should be included in the universe

Definition at line 38 of file FuncUniverse.cs.

◆ FuncUniverse() [2/4]

QuantConnect.Data.UniverseSelection.FuncUniverse< T >.FuncUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings,
		PyObject	universeSelector
	)

Initializes a new instance of the FuncUniverse<T> class for a filter function loaded from Python

Parameters

configuration	The configuration used to resolve the data for universe selection
universeSettings	The settings used for new subscriptions generated by this universe
universeSelector	Function that returns the symbols that should be included in the universe

Definition at line 52 of file FuncUniverse.cs.

◆ FuncUniverse() [3/4]

QuantConnect.Data.UniverseSelection.FuncUniverse< T >.FuncUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings,
		Func< IEnumerable< BaseData >, IEnumerable< Symbol >>	universeSelector
	)

Initializes a new instance of the FuncUniverse class

Parameters

configuration	The configuration used to resolve the data for universe selection
universeSettings	The settings used for new subscriptions generated by this universe
universeSelector	Returns the symbols that should be included in the universe

Definition at line 80 of file FuncUniverse.cs.

◆ FuncUniverse() [4/4]

QuantConnect.Data.UniverseSelection.FuncUniverse< T >.FuncUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings,
		PyObject	universeSelector
	)

Initializes a new instance of the FuncUniverse class

Parameters

configuration	The configuration used to resolve the data for universe selection
universeSettings	The settings used for new subscriptions generated by this universe
universeSelector	Returns the symbols that should be included in the universe

Definition at line 91 of file FuncUniverse.cs.

Member Function Documentation

◆ SelectSymbols()

override IEnumerable<Symbol> QuantConnect.Data.UniverseSelection.FuncUniverse< T >.SelectSymbols	(	DateTime	utcTime,
		BaseDataCollection	data
	)

virtual

Performs an initial, coarse filter

Parameters

utcTime	The current utc time
data	The coarse fundamental data

Returns: The data that passes the filter

Implements QuantConnect.Data.UniverseSelection.Universe.

Definition at line 63 of file FuncUniverse.cs.

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

Common/Data/UniverseSelection/FuncUniverse.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FuncUniverse() [1/4]

◆ FuncUniverse() [2/4]

◆ FuncUniverse() [3/4]

◆ FuncUniverse() [4/4]

Member Function Documentation

◆ SelectSymbols()