PendingRemovalsManager

QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager

PendingRemovalsManager(order_provider: IOrderProvider)

Bases: Object

Helper class used to managed pending security removals UniverseSelection

Create a new instance

Parameters:

Name	Type	Description	Default
`order_provider`	`IOrderProvider`	The order provider used to determine if it is safe to remove a security	required

pending_removals: IReadOnlyDictionary[
    Universe, List[Member]
]

Current pending removals

RemovedMember(universe: Universe, security: Security)

Bases: Object

Helper class used to report removed universe members

Initialize a new instance of RemovedMember

Parameters:

Name	Type	Description	Default
`universe`	`Universe`	universe the security was removed from	required
`security`	`Security`	security that is removed	required

universe: Universe

Universe the security was removed from

security: Security

Security that is removed

is_pending_for_removal(
    security: Security, is_internal: bool
) -> bool

is_pending_for_removal(member: Member) -> bool

Signature descriptions:

Parameters:

Name	Type	Description	Default
`security`	`Optional[Security]`	The security	`None`
`is_internal`	`Optional[bool]`	Whether it's an internal subscription	`None`
`member`	`Optional[Member]`	The universe member	`None`

Returns:

Type	Description
`bool`	Whether the security is pending for removal.

check_pending_removals(
    selected_symbols: HashSet[Symbol],
    current_universe: Universe,
) -> List[RemovedMember]

Will check pending security removals

Parameters:

Name	Type	Description	Default
`selected_symbols`	`HashSet[Symbol]`	Currently selected symbols	required
`current_universe`	`Universe`	Current universe	required

Returns:

Type	Description
`List[RemovedMember]`	The members to be removed.

try_remove_member(
    member: Member, universe: Universe
) -> List[RemovedMember]

Will determine if the Security can be removed. If it can be removed will add it to pending_removals

Parameters:

Name	Type	Description	Default
`member`	`Member`	The security to remove	required
`universe`	`Universe`	The universe which the security is a member of	required

Returns:

Type	Description
`List[RemovedMember]`	The member to remove.