Provides helpers for defining universes in algorithms More...

Public Member Functions
	UniverseDefinitions (QCAlgorithm algorithm)
	Initializes a new instance of the UniverseDefinitions class More...

Universe	ETF (string etfTicker, string market, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided etfTicker More...

Universe	ETF (string etfTicker, string market, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided etfTicker More...

Universe	ETF (string etfTicker, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided etfTicker More...

Universe	ETF (string etfTicker, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided etfTicker More...

Universe	ETF (string etfTicker, string market=null, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
	Creates a universe for the constituents of the provided etfTicker More...

Universe	ETF (string etfTicker, UniverseSettings universeSettings, PyObject universeFilterFunc)
	Creates a universe for the constituents of the provided etfTicker More...

Universe	ETF (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided ETF symbol More...

Universe	ETF (Symbol symbol, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided ETF symbol More...

Universe	ETF (Symbol symbol, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
	Creates a universe for the constituents of the provided ETF symbol More...

Universe	Index (string indexTicker, string market, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided indexTicker More...

Universe	Index (string indexTicker, string market, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided indexTicker More...

Universe	Index (string indexTicker, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided indexTicker More...

Universe	Index (string indexTicker, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided indexTicker More...

Universe	Index (string indexTicker, string market=null, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
	Creates a universe for the constituents of the provided indexTicker More...

Universe	Index (string indexTicker, UniverseSettings universeSettings, PyObject universeFilterFunc)
	Creates a universe for the constituents of the provided indexTicker More...

Universe	Index (Symbol indexSymbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided indexSymbol More...

Universe	Index (Symbol indexSymbol, Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >> universeFilterFunc)
	Creates a universe for the constituents of the provided indexSymbol More...

Universe	Index (Symbol indexSymbol, UniverseSettings universeSettings=null, PyObject universeFilterFunc=null)
	Creates a universe for the constituents of the provided indexSymbol More...

Universe	Top (int count, UniverseSettings universeSettings=null)
	Creates a new coarse universe that contains the top count of stocks by daily dollar volume More...

Public Attributes
Universe.UnchangedUniverse	Unchanged => Universe.Unchanged
	Specifies that universe selection should not make changes on this iteration More...

Properties
DollarVolumeUniverseDefinitions	DollarVolume `[get, set]`
	Gets a helper that provides methods for creating universes based on daily dollar volumes More...

Universe	QC500 `[get]`
	Creates a new fine universe that contains the constituents of QC500 index based onthe company fundamentals The algorithm creates a default tradable and liquid universe containing 500 US equities which are chosen at the first trading day of each month. More...

Detailed Description

Provides helpers for defining universes in algorithms

Definition at line 29 of file UniverseDefinitions.cs.

Constructor & Destructor Documentation

◆ UniverseDefinitions()

QuantConnect.Algorithm.UniverseDefinitions.UniverseDefinitions ( QCAlgorithm algorithm )

Initializes a new instance of the UniverseDefinitions class

Parameters

algorithm The algorithm instance, used for obtaining the default UniverseSettings

Definition at line 47 of file UniverseDefinitions.cs.

Member Function Documentation

◆ ETF() [1/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	string	etfTicker,
		string	market,
		UniverseSettings	universeSettings,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided etfTicker

Parameters

etfTicker	Ticker of the ETF to get constituents for
market	Market of the ETF
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 61 of file UniverseDefinitions.cs.

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◆ ETF() [2/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	string	etfTicker,
		string	market,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided etfTicker

Parameters

etfTicker	Ticker of the ETF to get constituents for
market	Market of the ETF
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 89 of file UniverseDefinitions.cs.

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◆ ETF() [3/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	string	etfTicker,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided etfTicker

Parameters

etfTicker	Ticker of the ETF to get constituents for
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 100 of file UniverseDefinitions.cs.

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◆ ETF() [4/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	string	etfTicker,
		UniverseSettings	universeSettings,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided etfTicker

Parameters

etfTicker	Ticker of the ETF to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 112 of file UniverseDefinitions.cs.

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◆ ETF() [5/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	string	etfTicker,
		string	market = `null`,
		UniverseSettings	universeSettings = `null`,
		PyObject	universeFilterFunc = `null`
	)

Creates a universe for the constituents of the provided etfTicker

Parameters

etfTicker	Ticker of the ETF to get constituents for
market	Market of the ETF
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 128 of file UniverseDefinitions.cs.

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◆ ETF() [6/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	string	etfTicker,
		UniverseSettings	universeSettings,
		PyObject	universeFilterFunc
	)

Creates a universe for the constituents of the provided etfTicker

Parameters

etfTicker	Ticker of the ETF to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 144 of file UniverseDefinitions.cs.

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◆ ETF() [7/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	Symbol	symbol,
		UniverseSettings	universeSettings,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided ETF symbol

Parameters

symbol	ETF Symbol to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 159 of file UniverseDefinitions.cs.

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◆ ETF() [8/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	Symbol	symbol,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided ETF symbol

Parameters

symbol	ETF Symbol to get constituents for
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 171 of file UniverseDefinitions.cs.

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◆ ETF() [9/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.ETF	(	Symbol	symbol,
		UniverseSettings	universeSettings = `null`,
		PyObject	universeFilterFunc = `null`
	)

Creates a universe for the constituents of the provided ETF symbol

Parameters

symbol	ETF Symbol to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New ETF constituents Universe

Definition at line 183 of file UniverseDefinitions.cs.

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◆ Index() [1/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	string	indexTicker,
		string	market,
		UniverseSettings	universeSettings,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexTicker

Parameters

indexTicker	Ticker of the index to get constituents for
market	Market of the index
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 197 of file UniverseDefinitions.cs.

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◆ Index() [2/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	string	indexTicker,
		string	market,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexTicker

Parameters

indexTicker	Ticker of the index to get constituents for
market	Market of the index
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 218 of file UniverseDefinitions.cs.

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◆ Index() [3/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	string	indexTicker,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexTicker

Parameters

indexTicker	Ticker of the index to get constituents for
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 229 of file UniverseDefinitions.cs.

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◆ Index() [4/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	string	indexTicker,
		UniverseSettings	universeSettings,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexTicker

Parameters

indexTicker	Ticker of the index to get constituents for
market	Market of the index
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 242 of file UniverseDefinitions.cs.

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◆ Index() [5/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	string	indexTicker,
		string	market = `null`,
		UniverseSettings	universeSettings = `null`,
		PyObject	universeFilterFunc = `null`
	)

Creates a universe for the constituents of the provided indexTicker

Parameters

indexTicker	Ticker of the index to get constituents for
market	Market of the index
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 256 of file UniverseDefinitions.cs.

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◆ Index() [6/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	string	indexTicker,
		UniverseSettings	universeSettings,
		PyObject	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexTicker

Parameters

indexTicker	Ticker of the index to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 272 of file UniverseDefinitions.cs.

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◆ Index() [7/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	Symbol	indexSymbol,
		UniverseSettings	universeSettings,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexSymbol

Parameters

indexSymbol	Index Symbol to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 287 of file UniverseDefinitions.cs.

◆ Index() [8/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	Symbol	indexSymbol,
		Func< IEnumerable< ETFConstituentUniverse >, IEnumerable< Symbol >>	universeFilterFunc
	)

Creates a universe for the constituents of the provided indexSymbol

Parameters

indexSymbol	Index Symbol to get constituents for
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 299 of file UniverseDefinitions.cs.

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◆ Index() [9/9]

Universe QuantConnect.Algorithm.UniverseDefinitions.Index	(	Symbol	indexSymbol,
		UniverseSettings	universeSettings = `null`,
		PyObject	universeFilterFunc = `null`
	)

Creates a universe for the constituents of the provided indexSymbol

Parameters

indexSymbol	Index Symbol to get constituents for
universeSettings	Universe settings
universeFilterFunc	Function to filter universe results

Returns: New index constituents Universe

Definition at line 311 of file UniverseDefinitions.cs.

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◆ Top()

Universe QuantConnect.Algorithm.UniverseDefinitions.Top	(	int	count,
		UniverseSettings	universeSettings = `null`
	)

Creates a new coarse universe that contains the top count of stocks by daily dollar volume

Parameters

count	The number of stock to select
universeSettings	The settings for stocks added by this universe. Defaults to QCAlgorithm.UniverseSettings

Returns: A new coarse universe for the top count of stocks by dollar volume

Definition at line 342 of file UniverseDefinitions.cs.

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Member Data Documentation

◆ Unchanged

Universe.UnchangedUniverse QuantConnect.Algorithm.UniverseDefinitions.Unchanged => Universe.Unchanged

Specifies that universe selection should not make changes on this iteration

Definition at line 41 of file UniverseDefinitions.cs.

Property Documentation

◆ DollarVolume

DollarVolumeUniverseDefinitions QuantConnect.Algorithm.UniverseDefinitions.DollarVolume

getset

Gets a helper that provides methods for creating universes based on daily dollar volumes

Definition at line 36 of file UniverseDefinitions.cs.

◆ QC500

Universe QuantConnect.Algorithm.UniverseDefinitions.QC500

get

Creates a new fine universe that contains the constituents of QC500 index based onthe company fundamentals The algorithm creates a default tradable and liquid universe containing 500 US equities which are chosen at the first trading day of each month.

Returns: A new coarse universe for the top count of stocks by dollar volume

Definition at line 327 of file UniverseDefinitions.cs.

The documentation for this class was generated from the following file:

Algorithm/UniverseDefinitions.cs

Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ UniverseDefinitions()

Member Function Documentation

◆ ETF() [1/9]

◆ ETF() [2/9]

◆ ETF() [3/9]

◆ ETF() [4/9]

◆ ETF() [5/9]

◆ ETF() [6/9]

◆ ETF() [7/9]

◆ ETF() [8/9]

◆ ETF() [9/9]

◆ Index() [1/9]

◆ Index() [2/9]

◆ Index() [3/9]

◆ Index() [4/9]

◆ Index() [5/9]

◆ Index() [6/9]

◆ Index() [7/9]

◆ Index() [8/9]

◆ Index() [9/9]

◆ Top()

Member Data Documentation

◆ Unchanged

Property Documentation

◆ DollarVolume

◆ QC500