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. |