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QuantConnect.Data.UniverseSelection.ETFConstituentsUniverse Class Reference

Creates a universe based on an ETF's holdings at a given date More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.ETFConstituentsUniverse:
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Public Member Functions

 ETFConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< ETFConstituentData >, IEnumerable< Symbol >> constituentsFilter=null)
 Creates a new universe for the constituents of the ETF provided as symbol More...
 
 ETFConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, PyObject constituentsFilter=null)
 Creates a new universe for the constituents of the ETF provided as symbol More...
 
- Public Member Functions inherited from QuantConnect.Data.UniverseSelection.ConstituentsUniverse< ETFConstituentData >
 ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< T >, IEnumerable< Symbol >> constituentsFilter=null)
 Creates a new instance of the ConstituentsUniverse More...
 
 ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, PyObject constituentsFilter=null)
 Creates a new instance of the ConstituentsUniverse More...
 
 ConstituentsUniverse (SubscriptionDataConfig subscriptionDataConfig, UniverseSettings universeSettings, Func< IEnumerable< T >, IEnumerable< Symbol >> constituentsFilter=null)
 Creates a new instance of the ConstituentsUniverse More...
 
 ConstituentsUniverse (SubscriptionDataConfig subscriptionDataConfig, UniverseSettings universeSettings, PyObject constituentsFilter=null)
 Constituent universe for a Python function More...
 
 ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< ConstituentsUniverseData >, IEnumerable< Symbol >> filterFunc)
 Creates a new instance of the ConstituentsUniverse More...
 
 ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings)
 Creates a new instance of the ConstituentsUniverse More...
 
 ConstituentsUniverse (Symbol symbol, UniverseSettings universeSettings, PyObject filterFunc)
 Creates a new instance of the ConstituentsUniverse More...
 

Detailed Description

Creates a universe based on an ETF's holdings at a given date

Definition at line 26 of file ETFConstituentsUniverse.cs.

Constructor & Destructor Documentation

◆ ETFConstituentsUniverse() [1/2]

QuantConnect.Data.UniverseSelection.ETFConstituentsUniverse.ETFConstituentsUniverse ( Symbol  symbol,
UniverseSettings  universeSettings,
Func< IEnumerable< ETFConstituentData >, IEnumerable< Symbol >>  constituentsFilter = null 
)

Creates a new universe for the constituents of the ETF provided as symbol

Parameters
symbolThe ETF to load constituents for
universeSettingsUniverse settings
constituentsFilterThe filter function used to filter out ETF constituents from the universe

Definition at line 36 of file ETFConstituentsUniverse.cs.

◆ ETFConstituentsUniverse() [2/2]

QuantConnect.Data.UniverseSelection.ETFConstituentsUniverse.ETFConstituentsUniverse ( Symbol  symbol,
UniverseSettings  universeSettings,
PyObject  constituentsFilter = null 
)

Creates a new universe for the constituents of the ETF provided as symbol

Parameters
symbolThe ETF to load constituents for
universeSettingsUniverse settings
constituentsFilterThe filter function used to filter out ETF constituents from the universe

Definition at line 47 of file ETFConstituentsUniverse.cs.


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