UniverseSettings

QuantConnect.Data.UniverseSelection.UniverseSettings

UniverseSettings(
    resolution: Resolution,
    leverage: float,
    fill_forward: bool,
    extended_market_hours: bool,
    minimum_time_in_universe: timedelta,
    data_normalization_mode: DataNormalizationMode = ...,
    data_mapping_mode: DataMappingMode = ...,
    contract_depth_offset: int = 0,
    asynchronous: Optional[bool] = None,
    selection_date_rule: IDateRule = None,
)

UniverseSettings(universe_settings: UniverseSettings)

Bases: Object

Defines settings required when adding a subscription

Initializes a new instance of the UniverseSettings class

Parameters:

Name	Type	Description	Default
`resolution`	`Optional[Resolution]`	The resolution	`None`
`leverage`	`Optional[float]`	The leverage to be used	`None`
`fill_forward`	`Optional[bool]`	True to fill data forward, false otherwise	`None`
`extended_market_hours`	`Optional[bool]`	True to allow extended market hours data, false otherwise	`None`
`minimum_time_in_universe`	`Optional[timedelta]`	Defines the minimum amount of time a security must remain in the universe before being removed	`None`
`data_normalization_mode`	`Optional[DataNormalizationMode]`	Defines how universe data is normalized before being send into the algorithm	`...`
`data_mapping_mode`	`Optional[DataMappingMode]`	The contract mapping mode to use for the security	`...`
`contract_depth_offset`	`Optional[int]`	The continuous contract desired offset from the current front month.	`0`
`asynchronous`	`Optional[Optional[bool]]`	True if universe selection can run asynchronous	`None`
`selection_date_rule`	`Optional[IDateRule]`	If provided, will be used to determine universe selection schedule	`None`

resolution

resolution: Resolution

The resolution to be used

leverage

leverage: float

The leverage to be used

fill_forward

fill_forward: bool

True to fill data forward, false otherwise

schedule

schedule: Schedule

If configured, will be used to determine universe selection schedule and filter or skip selection data that does not fit the schedule

extended_market_hours

extended_market_hours: bool

True to allow extended market hours data, false otherwise

minimum_time_in_universe

minimum_time_in_universe: timedelta

Defines the minimum amount of time a security must be in the universe before being removed.

data_normalization_mode

data_normalization_mode: DataNormalizationMode

Defines how universe data is normalized before being send into the algorithm

data_mapping_mode

data_mapping_mode: DataMappingMode

Defines how universe data is mapped together

contract_depth_offset

contract_depth_offset: int

The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contra

subscription_data_types

subscription_data_types: List[Tuple[Type, TickType]]

Allows a universe to specify which data types to add for a selected symbol

asynchronous

asynchronous: Optional[bool]

True if universe selection can run asynchronous