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DollarVolumeUniverseDefinitions

QuantConnect.Algorithm.DollarVolumeUniverseDefinitions

DollarVolumeUniverseDefinitions(algorithm: QCAlgorithm)

Bases: Object

Provides helpers for defining universes based on the daily dollar volume

Initializes a new instance of the DollarVolumeUniverseDefinitions class

Parameters:

Name Type Description Default
algorithm QCAlgorithm

The algorithm instance, used for obtaining the default UniverseSettings

required

top

top(
    count: int, universe_settings: UniverseSettings = None
) -> Universe

Creates a new coarse Universe that contains the top count of stocks by daily dollar volume

This method is deprecated. Use method Universe.Top(...) instead

Parameters:

Name Type Description Default
count int

The number of stock to select

required
universe_settings UniverseSettings

The settings for stocks added by this universe. Defaults to QCAlgorithm.universe_settings

None

Returns:

Type Description
Universe

A new coarse universe for the top count of stocks by dollar volume.