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ETFConstituentsUniverseSelectionModel

QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel

ETFConstituentsUniverseSelectionModel(
    etf_symbol: Union[Symbol, str, BaseContract],
    universe_settings: UniverseSettings = None,
    universe_filter_func: Any = None,
)
ETFConstituentsUniverseSelectionModel(
    etf_ticker: str,
    universe_settings: UniverseSettings = None,
    universe_filter_func: Any = None,
)
ETFConstituentsUniverseSelectionModel(
    etf_symbol: Union[Symbol, str, BaseContract],
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
)
ETFConstituentsUniverseSelectionModel(
    etf_symbol: Union[Symbol, str, BaseContract],
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
)
ETFConstituentsUniverseSelectionModel(
    etf_ticker: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
)
ETFConstituentsUniverseSelectionModel(
    etf_ticker: str,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
)

Bases: UniverseSelectionModel

Universe selection model that selects the constituents of an ETF.

Initializes a new instance of the ETFConstituentsUniverseSelectionModel class

Parameters:

Name Type Description Default
etf_symbol Optional[Union[Symbol, str, BaseContract]]

Symbol of the ETF to get constituents for

None
universe_settings Optional[UniverseSettings]

Universe settings

None
universe_filter_func Any | Callable[[List[ETFConstituentUniverse]], List[Symbol]]

Function to filter universe results

None
etf_ticker Optional[str]

The string ETF ticker symbol

None

instance

instance: Any

Gets the underlying python instance

This codeEntityType is protected.

PythonRuntimeChecker

Bases: Object

Set of helper methods to invoke Python methods with runtime checks for return values and out parameter's conversions.

create_universes

create_universes(
    algorithm: QCAlgorithm,
) -> Iterable[Universe]

Creates a new ETF constituents universe using this class's selection function

Parameters:

Name Type Description Default
algorithm QCAlgorithm

The algorithm instance to create universes for

required

Returns:

Type Description
Iterable[Universe]

The universe defined by this model.

get_next_refresh_time_utc

get_next_refresh_time_utc() -> datetime

Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes.

equals

equals(obj: Any) -> bool
equals(
    other: BasePythonWrapper[
        QuantConnect_Python_BasePythonWrapper_TInterface
    ],
) -> bool

Signature descriptions:

  • Determines whether the specified object is an instance of BasePythonWrapper{TInterface} and wraps the same Python object reference as this instance, which would indicate that they are equal.

  • Determines whether the specified instance wraps the same Python object reference as this instance, which would indicate that they are equal.

Parameters:

Name Type Description Default
obj Optional[Any]

The other object to compare this with

None
other Optional[BasePythonWrapper[QuantConnect_Python_BasePythonWrapper_TInterface]]

The other object to compare this with

None

Returns:

Type Description
bool

True if both instances are equal, that is if both wrap the same Python object reference.

set_python_instance

set_python_instance(instance: Any) -> None
set_python_instance(
    instance: Any, validate_interface: bool
) -> None

Signature descriptions:

  • Sets the python instance

  • Sets the python instance and sets the validate interface flag

Parameters:

Name Type Description Default
instance Any

The underlying python instance

required
validate_interface Optional[bool]

Whether to perform validations for interface implementation

None

dispose

dispose() -> None

Dispose of this instance

get_event

get_event(name: str) -> Any

Gets the Python instance event with the specified name

Parameters:

Name Type Description Default
name str

The name of the event

required

get_hash_code

get_hash_code() -> int

Gets the hash code for the current instance

Returns:

Type Description
int

The hash code of the current instance.

get_method

get_method(
    method_name: str, python_only: bool = False
) -> Any

Gets the Python instances method with the specified name and caches it

Parameters:

Name Type Description Default
method_name str

The name of the method

required
python_only bool

Whether to only return python methods

False

Returns:

Type Description
Any

The matched method.

get_property

get_property(property_name: str) -> Any

Gets the Python instance property with the specified name

Parameters:

Name Type Description Default
property_name str

The name of the property

required

has_attr

has_attr(name: str) -> bool

Determines whether the Python instance has the specified attribute

Parameters:

Name Type Description Default
name str

The attribute name

required

Returns:

Type Description
bool

Whether the Python instance has the specified attribute.

invoke_method

invoke_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> Any

Invokes the specified method with the specified arguments

Parameters:

Name Type Description Default
method_name str

The name of the method

required
args Union[Object, Iterable[Object]]

The arguments to call the method with

()

invoke_void_method

invoke_void_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> None

Invokes the specified method with the specified arguments without returning a value

Parameters:

Name Type Description Default
method_name str

The name of the method

required
args Union[Object, Iterable[Object]]

The arguments to call the method with

()

set_property

set_property(property_name: str, value: Any) -> None

Sets the Python instance property with the specified name

Parameters:

Name Type Description Default
property_name str

The name of the property

required
value Any

The property value

required