Defines the additions and subtractions to the algorithm's security subscriptions More...

Public Member Functions
	SecurityChanges (SecurityChanges changes)
	Initializes a new instance of the SecurityChanges class as a shallow clone of a given instance, sharing the same collections More...

override string	ToString ()
	Returns a string that represents the current object. More...

Static Public Member Functions
static SecurityChanges	operator+ (SecurityChanges left, SecurityChanges right)
	Combines the results of two SecurityChanges More...

static SecurityChanges	Create (IReadOnlyCollection< Security > additions, IReadOnlyCollection< Security > removals, IReadOnlyCollection< Security > internalAdditions, IReadOnlyCollection< Security > internalRemovals)
	Initializes a new instance of the SecurityChanges class all none internal More...

Public Attributes
int	Count
	Gets the total count of added and removed securities More...

IReadOnlyList< Security >	AddedSecurities
	Gets the symbols that were added by universe selection More...

IReadOnlyList< Security >	RemovedSecurities
	Gets the symbols that were removed by universe selection. This list may include symbols that were removed, but are still receiving data due to existing holdings or open orders More...

Static Public Attributes
static readonly SecurityChanges	None
	Gets an instance that represents no changes have been made More...

Properties
bool	FilterCustomSecurities `[get, set]`
	True will filter out custom securities from the AddedSecurities and RemovedSecurities properties More...

bool	FilterInternalSecurities `[get, set]`
	True will filter out internal securities from the AddedSecurities and RemovedSecurities properties More...

Detailed Description

Defines the additions and subtractions to the algorithm's security subscriptions

Definition at line 26 of file SecurityChanges.cs.

Constructor & Destructor Documentation

◆ SecurityChanges()

QuantConnect.Data.UniverseSelection.SecurityChanges.SecurityChanges ( SecurityChanges changes )

Initializes a new instance of the SecurityChanges class as a shallow clone of a given instance, sharing the same collections

Parameters

changes The instance to clone

Definition at line 104 of file SecurityChanges.cs.

Member Function Documentation

◆ operator+()

static SecurityChanges QuantConnect.Data.UniverseSelection.SecurityChanges.operator+	(	SecurityChanges	left,
		SecurityChanges	right
	)

static

Combines the results of two SecurityChanges

Parameters

left	The left side of the operand
right	The right side of the operand

Returns: Adds the additions together and removes any removals found in the additions, that is, additions take precedence

Definition at line 118 of file SecurityChanges.cs.

◆ Create()

static SecurityChanges QuantConnect.Data.UniverseSelection.SecurityChanges.Create	(	IReadOnlyCollection< Security >	additions,
		IReadOnlyCollection< Security >	removals,
		IReadOnlyCollection< Security >	internalAdditions,
		IReadOnlyCollection< Security >	internalRemovals
	)

static

Initializes a new instance of the SecurityChanges class all none internal

Parameters

additions	Added symbols list
removals	Removed symbols list
internalAdditions	Internal added symbols list
internalRemovals	Internal removed symbols list

Useful for testing

Definition at line 143 of file SecurityChanges.cs.

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◆ ToString()

override string QuantConnect.Data.UniverseSelection.SecurityChanges.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 161 of file SecurityChanges.cs.

Member Data Documentation

◆ None

readonly SecurityChanges QuantConnect.Data.UniverseSelection.SecurityChanges.None

static

Initial value:

= new (Enumerable.Empty<Security>(), Enumerable.Empty<Security>(),

Enumerable.Empty<Security>(), Enumerable.Empty<Security>())

Gets an instance that represents no changes have been made

Definition at line 31 of file SecurityChanges.cs.

◆ Count

int QuantConnect.Data.UniverseSelection.SecurityChanges.Count

Initial value:

=> _addedSecurities.Count + _removedSecurities.Count

+ _internalAddedSecurities.Count + _internalRemovedSecurities.Count

Gets the total count of added and removed securities

Definition at line 42 of file SecurityChanges.cs.

◆ AddedSecurities

IReadOnlyList<Security> QuantConnect.Data.UniverseSelection.SecurityChanges.AddedSecurities

Initial value:

=> GetFilteredList(_addedSecurities,

!FilterInternalSecurities ? _internalAddedSecurities : null)

Gets the symbols that were added by universe selection

Will use FilterCustomSecurities value to determine if custom securities should be filtered

Will use FilterInternalSecurities value to determine if internal securities should be filtered

Definition at line 68 of file SecurityChanges.cs.

◆ RemovedSecurities

IReadOnlyList<Security> QuantConnect.Data.UniverseSelection.SecurityChanges.RemovedSecurities

Initial value:

=> GetFilteredList(_removedSecurities,

!FilterInternalSecurities ? _internalRemovedSecurities : null)

Gets the symbols that were removed by universe selection. This list may include symbols that were removed, but are still receiving data due to existing holdings or open orders

Will use FilterCustomSecurities value to determine if custom securities should be filtered

Will use FilterInternalSecurities value to determine if internal securities should be filtered

Definition at line 80 of file SecurityChanges.cs.

Property Documentation

◆ FilterCustomSecurities

bool QuantConnect.Data.UniverseSelection.SecurityChanges.FilterCustomSecurities

getset

True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

This allows us to filter but also to disable the filtering if desired

Definition at line 51 of file SecurityChanges.cs.

◆ FilterInternalSecurities

bool QuantConnect.Data.UniverseSelection.SecurityChanges.FilterInternalSecurities

getset

True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

This allows us to filter but also to disable the filtering if desired

Definition at line 59 of file SecurityChanges.cs.

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

Common/Data/UniverseSelection/SecurityChanges.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Static Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ SecurityChanges()

Member Function Documentation

◆ operator+()

◆ Create()

◆ ToString()

Member Data Documentation

◆ None

◆ Count

◆ AddedSecurities

◆ RemovedSecurities

Property Documentation

◆ FilterCustomSecurities

◆ FilterInternalSecurities