UniverseExtensions

QuantConnect.Data.UniverseSelection.UniverseExtensions

Bases: Object

Provides extension methods for the Universe class

chained_to

chained_to(
    first: Universe,
    second: Universe,
    configuration_per_symbol: bool,
) -> Universe

Creates a new universe that logically is the result of wiring the two universes together such that the first will produce subscriptions for the second and the second will only select on data that has passed the first.

NOTE: The first and second universe instances provided to this method should not be manually added to the algorithm.

Parameters:

Name	Type	Description	Default
first	Universe	The first universe in this 'chain'	required
second	Universe	The second universe in this 'chain'	required
configuration_per_symbol	bool	True if each symbol as its own configuration, false otherwise	required

Returns:

Type	Description
Universe	A new universe that can be added to the algorithm that represents invoking the first universe and then the second universe using the outputs of the first.

create_symbol

create_symbol(
    security_type: SecurityType, market: str, ticker: str
) -> Symbol

Creates a universe symbol

Parameters:

Name	Type	Description	Default
security_type	SecurityType	The security	required
market	str	The market	required
ticker	str	The Universe ticker	required

Returns:

Type	Description
Symbol	A symbol for user defined universe of the specified security type and market.

prefilter_using

prefilter_using(
    second: Universe, first: Universe
) -> Universe

Creates a new universe that restricts the universe selection data to symbols that passed the first universe's selection critera

NOTE: The second universe instance provided to this method should not be manually added to the algorithm. The first should still be manually (assuming no other changes).

Parameters:

Name	Type	Description	Default
second	Universe	The universe to be filtere	required
first	Universe	The universe providing the set of symbols used for filtered	required

Returns:

Type	Description
Universe	A new universe that can be added to the algorithm that represents invoking the second using the selections from the first as a filter.

run_universe_downloader

run_universe_downloader(
    data_downloader: IDataDownloader,
    universe_download_parameters: DataUniverseDownloaderGetParameters,
) -> None

Processes the universe download based on parameters.

Parameters:

Name	Type	Description	Default
data_downloader	IDataDownloader	The data downloader instance.	required
universe_download_parameters	DataUniverseDownloaderGetParameters	The parameters for universe downloading.	required