QuantConnect.Data.UniverseSelection.UniverseExtensions Class Reference

Provides extension methods for the Universe class More...

Static Public Member Functions
static Universe	ChainedTo (this Universe first, Universe second, bool configurationPerSymbol)
	Creates a new universe that logically is the result of wiring the two universes together such that the first will produce subscriptions for the second and the second will only select on data that has passed the first. More...
static Universe	PrefilterUsing (this Universe second, Universe first)
	Creates a new universe that restricts the universe selection data to symbols that passed the first universe's selection critera More...
static Symbol	CreateSymbol (SecurityType securityType, string market, string ticker)
	Creates a universe symbol More...

Detailed Description

Provides extension methods for the Universe class

Definition at line 24 of file UniverseExtensions.cs.

Member Function Documentation

ChainedTo()

static Universe QuantConnect.Data.UniverseSelection.UniverseExtensions.ChainedTo ( this Universe  first, Universe  second, bool  configurationPerSymbol  )

static

Creates a new universe that logically is the result of wiring the two universes together such that the first will produce subscriptions for the second and the second will only select on data that has passed the first.

NOTE: The first and second universe instances provided to this method should not be manually added to the algorithm.

Parameters

first	The first universe in this 'chain'
second	The second universe in this 'chain'
configurationPerSymbol	True if each symbol as its own configuration, false otherwise

Returns

A new universe that can be added to the algorithm that represents invoking the first universe and then the second universe using the outputs of the first.

Definition at line 39 of file UniverseExtensions.cs.

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PrefilterUsing()

static Universe QuantConnect.Data.UniverseSelection.UniverseExtensions.PrefilterUsing ( this Universe  second, Universe  first  )

static

Creates a new universe that restricts the universe selection data to symbols that passed the first universe's selection critera

NOTE: The second universe instance provided to this method should not be manually added to the algorithm. The first should still be manually (assuming no other changes).

Parameters

second	The universe to be filtere
first	The universe providing the set of symbols used for filtered

Returns

A new universe that can be added to the algorithm that represents invoking the second using the selections from the first as a filter.

Definition at line 67 of file UniverseExtensions.cs.

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CreateSymbol()

static Symbol QuantConnect.Data.UniverseSelection.UniverseExtensions.CreateSymbol ( SecurityType  securityType, string  market, string  ticker  )

static

Creates a universe symbol

Parameters

securityType	The security
market	The market
ticker	The Universe ticker

Returns

A symbol for user defined universe of the specified security type and market

Definition at line 84 of file UniverseExtensions.cs.

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

• Common/Data/UniverseSelection/UniverseExtensions.cs