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

pending_removals: Dict[Universe, List[Member]]

Current pending removals

RemovedMember

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

Universe the security was removed from

security

security: Security

Security that is removed

is_pending_for_removal

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

is_pending_for_removal(member: Member) -> bool

Signature descriptions:

Will check if the security is pending for removal
Will check if the member is pending for removal

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_delisted_removals

check_pending_delisted_removals() -> List[Security]

Will check the pending removals of delisted securities, see try_remove_delisted

Returns:

Type	Description
`List[Security]`	The delisted securities which can now be removed, null if none.

check_pending_removals

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_delisted

try_remove_delisted(security: Security) -> bool

Will determine if the delisted Security can be removed from the algorithm. If it can't be removed yet, like before its delisting liquidation or while its funds settle, it's kept as a pending removal, see check_pending_delisted_removals

Parameters:

Name	Type	Description	Default
`security`	`Security`	The delisted security to remove	required

Returns:

Type	Description
`bool`	True if the security can be removed.

try_remove_member

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.