LiquidETFUniverse

QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse

LiquidETFUniverse()

Bases: InceptionDateUniverseSelectionModel

Universe Selection Model that adds the following ETFs at their inception date

Initializes a new instance of the LiquidETFUniverse class

ENERGY

ENERGY: Grouping = ...

Represents the Energy ETF Category which can be used to access the list of Long and Inverse symbols

METALS

METALS: Grouping = ...

Represents the Metals ETF Category which can be used to access the list of Long and Inverse symbols

TECHNOLOGY

TECHNOLOGY: Grouping = ...

Represents the Technology ETF Category which can be used to access the list of Long and Inverse symbols

TREASURIES

TREASURIES: Grouping = ...

Represents the Treasuries ETF Category which can be used to access the list of Long and Inverse symbols

VOLATILITY

VOLATILITY: Grouping = ...

Represents the Volatility ETF Category which can be used to access the list of Long and Inverse symbols

SP_500_SECTORS

SP_500_SECTORS: Grouping = ...

Represents the SP500 Sectors ETF Category which can be used to access the list of Long and Inverse symbols

instance

instance: Any

Gets the underlying python instance

This codeEntityType is protected.

Grouping

Grouping(
    long_tickers: List[str], inverse_tickers: List[str]
)

Bases: List[Symbol]

Represent a collection of ETF symbols that is grouped according to a given criteria

Creates a new instance of Grouping.

Parameters:

Name	Type	Description	Default
long_tickers	List[str]	List of tickers of ETFs that follows the components direction	required
inverse_tickers	List[str]	List of tickers of ETFs that follows the components inverse direction	required

long

long: List[Symbol]

List of Symbols that follow the components direction

inverse

inverse: List[Symbol]

List of Symbols that follow the components inverse direction

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type	Description
str	A string that represents the current object.

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 the universes for this algorithm. Called at algorithm start.

Returns:

Type	Description
Iterable[Universe]	The universes 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

select

select(
    algorithm: QCAlgorithm, date: Union[datetime, date]
) -> Iterable[str]

Returns all tickers that are trading at current algorithm Time

to_string

to_string() -> str

Returns a string that represents the current object