EmaCrossUniverseSelectionModel

QuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel

EmaCrossUniverseSelectionModel(
    fast_period: int = 100,
    slow_period: int = 300,
    universe_count: int = 500,
    universe_settings: UniverseSettings = None,
)

Bases: FundamentalUniverseSelectionModel

Provides an implementation of FundamentalUniverseSelectionModel that subscribes to symbols with the larger delta by percentage between the two exponential moving average

Initializes a new instance of the EmaCrossUniverseSelectionModel class

Parameters:

Name	Type	Description	Default
fast_period	int	Fast EMA period	100
slow_period	int	Slow EMA period	300
universe_count	int	Maximum number of members of this universe selection	500
universe_settings	UniverseSettings	The settings used when adding symbols to the algorithm, specify null to use algorithm.UniverseSettings	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.

select_coarse

select_coarse(
    algorithm: QCAlgorithm, coarse: List[CoarseFundamental]
) -> Iterable[Symbol]

Defines the coarse fundamental selection function.

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance	required
coarse	List[CoarseFundamental]	The coarse fundamental data used to perform filtering	required

Returns:

Type	Description
Iterable[Symbol]	An enumerable of symbols passing the filter.

create_universes

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

Creates a new fundamental universe using this class's selection functions

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

coarse

coarse(
    coarse_selector: Callable[
        [List[CoarseFundamental]], List[Symbol]
    ],
) -> IUniverseSelectionModel

Convenience method for creating a selection model that uses only coarse data

Fine and Coarse selection are merged, please use 'Fundamental(Func, IEnumerable\>)'

Parameters:

Name	Type	Description	Default
coarse_selector	Callable[[List[CoarseFundamental]], List[Symbol]]	Selects symbols from the provided coarse data set	required

Returns:

Type	Description
IUniverseSelectionModel	A new universe selection model that will select US equities according to the selection function specified.

create_coarse_fundamental_universe

create_coarse_fundamental_universe(
    algorithm: QCAlgorithm,
) -> Universe

Creates the coarse fundamental universe object. This is provided to allow more flexibility when creating coarse universe.

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance	required

Returns:

Type	Description
Universe	The coarse fundamental universe.

fine

fine(
    coarse_selector: Callable[
        [List[CoarseFundamental]], List[Symbol]
    ],
    fine_selector: Callable[
        [List[FineFundamental]], List[Symbol]
    ],
) -> IUniverseSelectionModel

Convenience method for creating a selection model that uses coarse and fine data

Fine and Coarse selection are merged, please use 'Fundamental(Func, IEnumerable\>)'

Parameters:

Name	Type	Description	Default
coarse_selector	Callable[[List[CoarseFundamental]], List[Symbol]]	Selects symbols from the provided coarse data set	required
fine_selector	Callable[[List[FineFundamental]], List[Symbol]]	Selects symbols from the provided fine data set (this set has already been filtered according to the coarse selection)	required

Returns:

Type	Description
IUniverseSelectionModel	A new universe selection model that will select US equities according to the selection functions specified.

fundamental

fundamental(
    selector: Callable[[List[Fundamental]], List[Symbol]],
) -> IUniverseSelectionModel

Convenience method for creating a selection model that uses fundamental data

Parameters:

Name	Type	Description	Default
selector	Callable[[List[Fundamental]], List[Symbol]]	Selects symbols from the provided fundamental data set	required

Returns:

Type	Description
IUniverseSelectionModel	A new universe selection model that will select US equities according to the selection functions specified.

select

select(
    algorithm: QCAlgorithm, fundamental: List[Fundamental]
) -> Iterable[Symbol]

Defines the fundamental selection function.

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance	required
fundamental	List[Fundamental]	The fundamental data used to perform filtering	required

Returns:

Type	Description
Iterable[Symbol]	An enumerable of symbols passing the filter.

select_fine

select_fine(
    algorithm: QCAlgorithm, fine: List[FineFundamental]
) -> Iterable[Symbol]

Defines the fine fundamental selection function.

Fine and Coarse selection are merged, please use 'Select(QCAlgorithm, IEnumerable)'

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance	required
fine	List[FineFundamental]	The fine fundamental data used to perform filtering	required

Returns:

Type	Description
Iterable[Symbol]	An enumerable of symbols passing the filter.