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QuantConnect.Securities.IDerivativeSecurityFilter< T > Interface Template Reference

Filters a set of derivative symbols using the underlying price data. More...

Inheritance diagram for QuantConnect.Securities.IDerivativeSecurityFilter< T >:
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Public Member Functions

IDerivativeSecurityFilterUniverse< T > Filter (IDerivativeSecurityFilterUniverse< T > universe)
 Filters the input set of symbols represented by the universe More...
 

Properties

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

Detailed Description

Filters a set of derivative symbols using the underlying price data.

Type Constraints
T :ISymbol 

Definition at line 22 of file IDerivativeSecurityFilter.cs.

Member Function Documentation

◆ Filter()

Filters the input set of symbols represented by the universe

Parameters
universederivative symbols universe used in filtering
Returns
The filtered set of symbols

Implemented in QuantConnect.Securities.FuncSecurityDerivativeFilter< T >.

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Property Documentation

◆ Asynchronous

True if this universe filter can run async in the data stack

Definition at line 35 of file IDerivativeSecurityFilter.cs.


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