OptionChainedUniverseSelectionModel

QuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel

OptionChainedUniverseSelectionModel(
    universe: Universe,
    option_filter: Any,
    universe_settings: UniverseSettings = None,
)

OptionChainedUniverseSelectionModel(
    universe: Universe,
    option_filter: Callable[
        [OptionFilterUniverse], OptionFilterUniverse
    ],
    universe_settings: UniverseSettings = None,
)

Bases: UniverseSelectionModel

This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

Creates a new instance of OptionChainedUniverseSelectionModel

Parameters:

Name	Type	Description	Default
universe	Universe	The universe we want to chain to	required
option_filter	Any | Callable[[OptionFilterUniverse], OptionFilterUniverse]	The python option filter universe to use	required
universe_settings	UniverseSettings	Universe settings define attributes of created subscriptions, such as their resolution and the minimum time in universe before they can be removed	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 the universes for this algorithm. Called once after IAlgorithm.Initialize

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance to create universes for	required

Returns:

Type	Description
Iterable[Universe]	The universes to be used by the algorithm.

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