Defines a universe that reads fundamental us equity data More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory:

Public Member Functions
	FundamentalUniverseFactory (string market, UniverseSettings universeSettings, Func< IEnumerable< Fundamental.Fundamental >, IEnumerable< Symbol >> selector)
	Initializes a new instance of the FundamentalUniverseFactory class More...

	FundamentalUniverseFactory (string market, UniverseSettings universeSettings, PyObject selector)
	Initializes a new instance of the FundamentalUniverseFactory class More...

	FundamentalUniverseFactory (string market, UniverseSettings universeSettings, Func< IEnumerable< Fundamental.Fundamental >, object > selector)
	Initializes a new instance of the FundamentalUniverseFactory class More...

	FundamentalUniverseFactory (Symbol symbol, UniverseSettings universeSettings, Func< IEnumerable< Fundamental.Fundamental >, IEnumerable< Symbol >> selector)
	Initializes a new instance of the FundamentalUniverseFactory 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.Universe
virtual 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...

IEnumerable< Symbol >	PerformSelection (DateTime utcTime, BaseDataCollection data)
	Performs universe selection using the data specified More...

virtual Security	CreateSecurity (Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase)
	Creates and configures a security for the specified symbol More...

virtual IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
	Gets the subscription requests to be added for the specified security More...

virtual IEnumerable< SubscriptionRequest >	GetSubscriptionRequests (Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc, ISubscriptionDataConfigService subscriptionService)
	Gets the subscription requests to be added for the specified security 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...

Static Public Member Functions
static SubscriptionDataConfig	CreateConfiguration (Symbol symbol)
	Creates a Fundamental.Fundamental subscription configuration for the US-equity market 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.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...

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

Defines a universe that reads fundamental us equity data

Definition at line 27 of file FundamentalUniverseFactory.cs.

Constructor & Destructor Documentation

◆ FundamentalUniverseFactory() [1/4]

QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory.FundamentalUniverseFactory	(	string	market,
		UniverseSettings	universeSettings,
		Func< IEnumerable< Fundamental.Fundamental >, IEnumerable< Symbol >>	selector
	)

Initializes a new instance of the FundamentalUniverseFactory class

Parameters

market	The target market
universeSettings	The settings used for new subscriptions generated by this universe
selector	Returns the symbols that should be included in the universe

Definition at line 39 of file FundamentalUniverseFactory.cs.

◆ FundamentalUniverseFactory() [2/4]

QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory.FundamentalUniverseFactory	(	string	market,
		UniverseSettings	universeSettings,
		PyObject	selector
	)

Initializes a new instance of the FundamentalUniverseFactory class

Parameters

market	The target market
universeSettings	The settings used for new subscriptions generated by this universe
selector	Returns the symbols that should be included in the universe

Definition at line 50 of file FundamentalUniverseFactory.cs.

◆ FundamentalUniverseFactory() [3/4]

QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory.FundamentalUniverseFactory	(	string	market,
		UniverseSettings	universeSettings,
		Func< IEnumerable< Fundamental.Fundamental >, object >	selector
	)

Initializes a new instance of the FundamentalUniverseFactory class

Parameters

market	The target market
universeSettings	The settings used for new subscriptions generated by this universe
selector	Returns the symbols that should be included in the universe

Definition at line 61 of file FundamentalUniverseFactory.cs.

◆ FundamentalUniverseFactory() [4/4]

QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory.FundamentalUniverseFactory	(	Symbol	symbol,
		UniverseSettings	universeSettings,
		Func< IEnumerable< Fundamental.Fundamental >, IEnumerable< Symbol >>	selector
	)

Initializes a new instance of the FundamentalUniverseFactory class

Parameters

symbol	Defines the symbol to use for this universe
universeSettings	The settings used for new subscriptions generated by this universe
selector	Returns the symbols that should be included in the universe

Definition at line 72 of file FundamentalUniverseFactory.cs.

Member Function Documentation

◆ SelectSymbols()

override IEnumerable<Symbol> QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory.SelectSymbols	(	DateTime	utcTime,
		BaseDataCollection	data
	)

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 85 of file FundamentalUniverseFactory.cs.

Here is the call graph for this function:

◆ CreateConfiguration()

static SubscriptionDataConfig QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory.CreateConfiguration ( Symbol symbol )

static

Creates a Fundamental.Fundamental subscription configuration for the US-equity market

Parameters

symbol The symbol used in the returned configuration

Returns: A fundamental subscription configuration with the specified symbol

Definition at line 95 of file FundamentalUniverseFactory.cs.

Here is the caller graph for this function:

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

Common/Data/UniverseSelection/FundamentalUniverseFactory.cs

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FundamentalUniverseFactory() [1/4]

◆ FundamentalUniverseFactory() [2/4]

◆ FundamentalUniverseFactory() [3/4]

◆ FundamentalUniverseFactory() [4/4]

Member Function Documentation

◆ SelectSymbols()

◆ CreateConfiguration()