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Lean
$LEAN_TAG$
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Classes | |
| class | BaseChainUniverseData |
| Represents a chain universe. Intended as a base for options and futures universe data. More... | |
| 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 |
| ETF Constituent data More... | |
| 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 | FutureUniverse |
| Represents a universe of futures data 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 | OptionUniverse |
| Represents a universe of options data 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... | |