FuncSecurityDerivativeFilter

QuantConnect.Securities.FuncSecurityDerivativeFilter

FuncSecurityDerivativeFilter(
    filter: Callable[
        [
            IDerivativeSecurityFilterUniverse[
                QuantConnect_Securities_FuncSecurityDerivativeFilter_T
            ]
        ],
        IDerivativeSecurityFilterUniverse[
            QuantConnect_Securities_FuncSecurityDerivativeFilter_T
        ],
    ],
)

Bases: Generic[QuantConnect_Securities_FuncSecurityDerivativeFilter_T], Object, IDerivativeSecurityFilter[QuantConnect_Securities_FuncSecurityDerivativeFilter_T]

Provides a functional implementation of IDerivativeSecurityFilter{T}

Initializes a new instance of the FuncSecurityDerivativeFilter{T} class

Parameters:

Name	Type	Description	Default
filter	Callable[[IDerivativeSecurityFilterUniverse[QuantConnect_Securities_FuncSecurityDerivativeFilter_T]], IDerivativeSecurityFilterUniverse[QuantConnect_Securities_FuncSecurityDerivativeFilter_T]]	The functional implementation of the filter method	required

asynchronous

asynchronous: bool

True if this universe filter can run async in the data stack

filter

filter(
    universe: IDerivativeSecurityFilterUniverse[
        QuantConnect_Securities_FuncSecurityDerivativeFilter_T
    ],
) -> IDerivativeSecurityFilterUniverse[
    QuantConnect_Securities_FuncSecurityDerivativeFilter_T
]

Filters the input set of symbols represented by the universe

Parameters:

Name	Type	Description	Default
universe	IDerivativeSecurityFilterUniverse[QuantConnect_Securities_FuncSecurityDerivativeFilter_T]	Derivative symbols universe used in filtering	required

Returns:

Type	Description
IDerivativeSecurityFilterUniverse[QuantConnect_Securities_FuncSecurityDerivativeFilter_T]	The filtered set of symbols.