QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator Class Reference
Provides a univese decoration that replaces the implementation of SelectSymbols More...
Inheritance diagram for QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator:
Public Member Functions | |
| delegate IEnumerable< Symbol > | SelectSymbolsDelegate (DateTime utcTime, BaseDataCollection data) |
| Delegate type for the SelectSymbols method More... | |
| SelectSymbolsUniverseDecorator (Universe universe, SelectSymbolsDelegate selectSymbols) | |
| Initializes a new instance of the SelectSymbolsUniverseDecorator class More... | |
| override IEnumerable< Symbol > | SelectSymbols (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More... | |
 Public Member Functions inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator | |
| override IEnumerable< SubscriptionRequest > | GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc) |
| Gets the subscription requests to be added for the specified security More... | |
| override IEnumerable< SubscriptionRequest > | GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService) |
| Gets the subscription requests to be added for the specified security More... | |
| override bool | CanRemoveMember (DateTime utcTime, Security security) |
| Determines whether or not the specified security can be removed from this universe. This is useful to prevent securities from being taken out of a universe before the algorithm has had enough time to make decisions on the security More... | |
| override Security | CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase) |
| Creates and configures a security for the specified symbol More... | |
| override IEnumerable< Symbol > | SelectSymbols (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More... | |
| Public Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe | |
| IEnumerable< Symbol > | PerformSelection (DateTime utcTime, BaseDataCollection data) |
| Performs universe selection using the data specified More... | |
| bool | ContainsMember (Symbol symbol) |
| Determines whether or not the specified symbol is currently a member of this universe More... | |
| virtual void | Dispose () |
| Marks this universe as disposed and ready to remove all child subscriptions More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe | |
| SecurityType | SecurityType => Configuration.SecurityType |
| Gets the security type of this universe More... | |
| string | Market => Configuration.Market |
| Gets the market of this universe More... | |
| Symbol | Symbol => Configuration.Symbol |
| Gets the symbol of this universe More... | |
| Type | DataType => Configuration.Type |
| Gets the data type of this universe More... | |
| Static Public Attributes inherited from QuantConnect.Data.UniverseSelection.Universe | |
| static readonly UnchangedUniverse | Unchanged = UnchangedUniverse.Instance |
| Gets a value indicating that no change to the universe should be made More... | |
| Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator | |
| UniverseDecorator (Universe universe) | |
| Initializes a new instance of the UniverseDecorator class More... | |
| Protected Member Functions inherited from QuantConnect.Data.UniverseSelection.Universe | |
| Universe (SubscriptionDataConfig config) | |
| Initializes a new instance of the Universe class More... | |
| void | OnSelectionChanged (HashSet< Symbol > selection=null) |
| Event invocator for the SelectionChanged event More... | |
| Protected Attributes inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator | |
| readonly Universe | Universe |
| The decorated universe instance More... | |
| Properties inherited from QuantConnect.Data.UniverseSelection.UniverseDecorator | |
| override UniverseSettings | UniverseSettings [get, set] |
| Gets the settings used for subscriptions added for this universe More... | |
| override ConcurrentDictionary< Symbol, Member > | Securities [get] |
| Gets the internal security collection used to define membership in this universe More... | |
| Properties inherited from QuantConnect.Data.UniverseSelection.Universe | |
| virtual ConcurrentDictionary< Symbol, Member > | Securities [get] |
| Gets the internal security collection used to define membership in this universe More... | |
| HashSet< Symbol > | Selected [get, set] |
| The currently selected symbol set More... | |
| virtual bool | Asynchronous [get, set] |
| True if this universe filter can run async in the data stack More... | |
| virtual bool | DisposeRequested [get, protected set] |
| Flag indicating if disposal of this universe has been requested More... | |
| virtual UniverseSettings | UniverseSettings [get, set] |
| Gets the settings used for subscriptions added for this universe More... | |
| virtual SubscriptionDataConfig | Configuration [get] |
| Gets the configuration used to get universe data More... | |
| Dictionary< Symbol, Security > | Members [get] |
| Gets the current listing of members in this universe. Modifications to this dictionary do not change universe membership. More... | |
| Events inherited from QuantConnect.Data.UniverseSelection.Universe | |
| EventHandler | SelectionChanged |
| Event fired when the universe selection has changed More... | |
Detailed Description
Provides a univese decoration that replaces the implementation of SelectSymbols
Definition at line 24 of file SelectSymbolsUniverseDecorator.cs.
Constructor & Destructor Documentation
◆ SelectSymbolsUniverseDecorator()
| QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator.SelectSymbolsUniverseDecorator | ( | Universe | universe, |
| SelectSymbolsDelegate | selectSymbols | ||
| ) |
Initializes a new instance of the SelectSymbolsUniverseDecorator class
- Parameters
-
universe The universe to be decorated selectSymbols The new implementation of SelectSymbols
Definition at line 41 of file SelectSymbolsUniverseDecorator.cs.
Member Function Documentation
◆ SelectSymbolsDelegate()
| delegate IEnumerable<Symbol> QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator.SelectSymbolsDelegate | ( | DateTime | utcTime, |
| BaseDataCollection | data | ||
| ) |
Delegate type for the SelectSymbols method
- Parameters
-
utcTime The current utc frontier time data The universe selection data
- Returns
- The symbols selected by the universe
◆ SelectSymbols()
|
virtual |
Performs universe selection using the data specified
- Parameters
-
utcTime The current utc time data The symbols to remain in the universe
- Returns
- The data that passes the filter
Implements QuantConnect.Data.UniverseSelection.Universe.
Definition at line 53 of file SelectSymbolsUniverseDecorator.cs.
The documentation for this class was generated from the following file:
- Common/Data/UniverseSelection/SelectSymbolsUniverseDecorator.cs
