Lean  $LEAN_TAG$
QuantConnect.Data.UniverseSelection Namespace Reference

Classes

class  BaseDataCollection
 This type exists for transport of data as a single packet More...
 
class  BaseFundamentalDataProvider
 Base fundamental data provider More...
 
class  CoarseFundamental
 Defines summary information about a single symbol for a given date More...
 
class  CoarseFundamentalDataProvider
 Coarse base fundamental data provider More...
 
class  CoarseFundamentalUniverse
 Defines a universe that reads coarse us equity data More...
 
class  ConstituentsUniverse
 ConstituentsUniverse allows to perform universe selection based on an already preselected set of Symbol. More...
 
class  ConstituentsUniverseData
 Custom base data class used for ConstituentsUniverse More...
 
class  ContinuousContractUniverse
 Continuous contract universe selection that based on the requested mapping mode will select each symbol More...
 
class  ETFConstituentData
 
class  ETFConstituentsUniverseFactory
 Creates a universe based on an ETF's holdings at a given date More...
 
class  ETFConstituentUniverse
 ETF constituent data More...
 
class  FineFundamentalFilteredUniverse
 Provides a universe that can be filtered with a FineFundamental selection function More...
 
class  FineFundamentalUniverse
 Defines a universe that reads fine us equity data More...
 
class  FuncUniverse
 Provides a functional implementation of Universe More...
 
class  FundamentalFilteredUniverse
 Provides a universe that can be filtered with a Fundamental.Fundamental selection function More...
 
class  FundamentalService
 Fundamental data provider service More...
 
class  FundamentalUniverseFactory
 Defines a universe that reads fundamental us equity data More...
 
class  FuturesChainUniverse
 Defines a universe for a single futures chain More...
 
class  GetSubscriptionRequestsUniverseDecorator
 Provides a universe decoration that replaces the implementation of GetSubscriptionRequests More...
 
interface  IFundamentalDataProvider
 
interface  ITimeTriggeredUniverse
 A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data that is used to 'pulse' the universe selection function – instead, the times output by GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data. More...
 
class  OptionChainUniverse
 Defines a universe for a single option chain More...
 
class  Schedule
 Entity in charge of managing a schedule More...
 
class  ScheduledUniverse
 Defines a user that is fired based on a specified IDateRule and ITimeRule More...
 
class  SecurityChanges
 Defines the additions and subtractions to the algorithm's security subscriptions More...
 
class  SecurityChangesConstructor
 Helper method to create security changes More...
 
class  SelectSymbolsUniverseDecorator
 Provides a univese decoration that replaces the implementation of SelectSymbols More...
 
class  SubscriptionRequest
 Defines the parameters required to add a subscription to a data feed. More...
 
class  Universe
 Provides a base class for all universes to derive from. More...
 
class  UniverseDecorator
 Provides an implementation of UniverseSelection.Universe that redirects all calls to a wrapped (or decorated) universe. This provides scaffolding for other decorators who only need to override one or two methods. More...
 
class  UniverseExtensions
 Provides extension methods for the Universe class More...
 
class  UniversePythonWrapper
 Provides an implementation of Universe that wraps a PyObject object More...
 
class  UniverseSettings
 Defines settings required when adding a subscription More...
 
class  UserDefinedUniverse
 Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols. More...