UniverseDefinitions

QuantConnect.Algorithm.UniverseDefinitions

UniverseDefinitions(algorithm: QCAlgorithm)

Bases: Object

Provides helpers for defining universes in algorithms

Initializes a new instance of the UniverseDefinitions class

Parameters:

Name	Type	Description	Default
algorithm	QCAlgorithm	The algorithm instance, used for obtaining the default UniverseSettings	required

dollar_volume

dollar_volume: DollarVolumeUniverseDefinitions

Gets a helper that provides methods for creating universes based on daily dollar volumes

unchanged

unchanged: UnchangedUniverse

Specifies that universe selection should not make changes on this iteration

qc_500

qc_500: Universe

Creates a new fine universe that contains the constituents of QC500 index based onthe company fundamentals The algorithm creates a default tradable and liquid universe containing 500 US equities which are chosen at the first trading day of each month.

etf

etf(
    etf_ticker: str,
    market: str = None,
    universe_settings: UniverseSettings = None,
    universe_filter_func: Any = None,
) -> Universe

etf(
    etf_ticker: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Any,
) -> Universe

etf(
    symbol: Union[Symbol, str, BaseContract],
    universe_settings: UniverseSettings = None,
    universe_filter_func: Any = None,
) -> Universe

etf(
    etf_ticker: str,
    market: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

etf(
    etf_ticker: str,
    market: str,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

etf(
    etf_ticker: str,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

etf(
    etf_ticker: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

etf(
    symbol: Union[Symbol, str, BaseContract],
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

etf(
    symbol: Union[Symbol, str, BaseContract],
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

Signature descriptions:

• Creates a universe for the constituents of the provided etf_ticker

• Creates a universe for the constituents of the provided ETF symbol

Parameters:

Name	Type	Description	Default
etf_ticker	Optional[str]	Ticker of the ETF to get constituents for	None
market	Optional[str]	Market of the ETF	None
universe_settings	Optional[UniverseSettings]	Universe settings	None
universe_filter_func	Any | Callable[[List[ETFConstituentUniverse]], List[Symbol]]	Function to filter universe results	None
symbol	Optional[Union[Symbol, str, BaseContract]]	ETF Symbol to get constituents for	None

Returns:

Type	Description
Universe	New ETF constituents Universe.

index

index(
    index_ticker: str,
    market: str = None,
    universe_settings: UniverseSettings = None,
    universe_filter_func: Any = None,
) -> Universe

index(
    index_ticker: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Any,
) -> Universe

index(
    index_symbol: Union[Symbol, str, BaseContract],
    universe_settings: UniverseSettings = None,
    universe_filter_func: Any = None,
) -> Universe

index(
    index_ticker: str,
    market: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

index(
    index_ticker: str,
    market: str,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

index(
    index_ticker: str,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

index(
    index_ticker: str,
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

index(
    index_symbol: Union[Symbol, str, BaseContract],
    universe_settings: UniverseSettings,
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

index(
    index_symbol: Union[Symbol, str, BaseContract],
    universe_filter_func: Callable[
        [List[ETFConstituentUniverse]], List[Symbol]
    ],
) -> Universe

Signature descriptions:

• Creates a universe for the constituents of the provided index_ticker

• Creates a universe for the constituents of the provided index_symbol

Parameters:

Name	Type	Description	Default
index_ticker	Optional[str]	Ticker of the index to get constituents for	None
market	Optional[str]	Market of the index	None
universe_settings	Optional[UniverseSettings]	Universe settings	None
universe_filter_func	Any | Callable[[List[ETFConstituentUniverse]], List[Symbol]]	Function to filter universe results	None
index_symbol	Optional[Union[Symbol, str, BaseContract]]	Index Symbol to get constituents for	None

Returns:

Type	Description
Universe	New index constituents Universe.

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

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.