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OptionFilterUniverseEx

QuantConnect.Securities.OptionFilterUniverseEx

Bases: Object

Extensions for Linq support

select

select(
    universe: OptionFilterUniverse, map_func: Any
) -> OptionFilterUniverse
select(
    universe: OptionFilterUniverse,
    map_func: Callable[[OptionUniverse], Symbol],
) -> OptionFilterUniverse

Maps universe

Parameters:

Name Type Description Default
universe OptionFilterUniverse

Universe to apply the filter too

required
map_func Any | Callable[[OptionUniverse], Symbol]

Symbol function to determine which Symbols are filtered

required

Returns:

Type Description
OptionFilterUniverse

Universe with filter applied.

select_many

select_many(
    universe: OptionFilterUniverse, map_func: Any
) -> OptionFilterUniverse
select_many(
    universe: OptionFilterUniverse,
    map_func: Callable[[OptionUniverse], List[Symbol]],
) -> OptionFilterUniverse

Binds universe

Parameters:

Name Type Description Default
universe OptionFilterUniverse

Universe to apply the filter too

required
map_func Any | Callable[[OptionUniverse], List[Symbol]]

Symbol function to determine which Symbols are filtered

required

Returns:

Type Description
OptionFilterUniverse

Universe with filter applied.

where

where(
    universe: OptionFilterUniverse, predicate: Any
) -> OptionFilterUniverse
where(
    universe: OptionFilterUniverse,
    predicate: Callable[[OptionUniverse], bool],
) -> OptionFilterUniverse

Filters universe

Parameters:

Name Type Description Default
universe OptionFilterUniverse

Universe to apply the filter too

required
predicate Any | Callable[[OptionUniverse], bool]

Bool function to determine which Symbol are filtered

required

Returns:

Type Description
OptionFilterUniverse

Universe with filter applied.

where_contains

where_contains(
    universe: OptionFilterUniverse, filter_list: Any
) -> OptionFilterUniverse
where_contains(
    universe: OptionFilterUniverse,
    filter_list: List[Symbol],
) -> OptionFilterUniverse

Updates universe to only contain the symbols in the list

Parameters:

Name Type Description Default
universe OptionFilterUniverse

Universe to apply the filter too

required
filter_list Any | List[Symbol]

List of Symbols to keep in the Universe

required

Returns:

Type Description
OptionFilterUniverse

Universe with filter applied.