Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols. More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.UserDefinedUniverse:

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Public Member Functions
	UserDefinedUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, TimeSpan interval, IEnumerable< Symbol > symbols)
	Initializes a new instance of the UserDefinedUniverse class More...

	UserDefinedUniverse (SubscriptionDataConfig configuration, UniverseSettings universeSettings, TimeSpan interval, Func< DateTime, IEnumerable< string >> selector)
	Initializes a new instance of the UserDefinedUniverse class More...

bool	Add (Symbol symbol)
	Adds the specified Symbol to this universe More...

bool	Add (SubscriptionDataConfig subscriptionDataConfig)
	Adds the specified SubscriptionDataConfig to this universe More...

bool	Remove (Symbol symbol)
	Removes the specified Symbol from this universe More...

override IEnumerable< Symbol >	SelectSymbols (DateTime utcTime, BaseDataCollection data)
	Returns the symbols defined by the user for this universe More...

virtual IEnumerable< DateTime >	GetTriggerTimes (DateTime startTimeUtc, DateTime endTimeUtc, MarketHoursDatabase marketHoursDatabase)
	Returns an enumerator that defines when this user defined universe will be invoked 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...

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...

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 Symbol	CreateSymbol (SecurityType securityType, string market)
	Creates a user defined universe symbol More...

Protected Member Functions
virtual void	OnCollectionChanged (NotifyCollectionChangedEventArgs e)
	Event invocator for the CollectionChanged event 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
TimeSpan	Interval `[get]`
	Gets the interval of this user defined 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
NotifyCollectionChangedEventHandler	CollectionChanged
	Event fired when a symbol is added or removed from this universe More...

Events inherited from QuantConnect.Data.UniverseSelection.Universe
EventHandler	SelectionChanged
	Event fired when the universe selection has changed 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...

Detailed Description

Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols.

Definition at line 33 of file UserDefinedUniverse.cs.

Constructor & Destructor Documentation

◆ UserDefinedUniverse() [1/2]

QuantConnect.Data.UniverseSelection.UserDefinedUniverse.UserDefinedUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings,
		TimeSpan	interval,
		IEnumerable< Symbol >	symbols
	)

Initializes a new instance of the UserDefinedUniverse class

Parameters

configuration	The configuration used to resolve the data for universe selection
universeSettings	The settings used for new subscriptions generated by this universe
interval	The interval at which selection should be performed
symbols	The initial set of symbols in this universe

Definition at line 64 of file UserDefinedUniverse.cs.

◆ UserDefinedUniverse() [2/2]

QuantConnect.Data.UniverseSelection.UserDefinedUniverse.UserDefinedUniverse	(	SubscriptionDataConfig	configuration,
		UniverseSettings	universeSettings,
		TimeSpan	interval,
		Func< DateTime, IEnumerable< string >>	selector
	)

Initializes a new instance of the UserDefinedUniverse class

Parameters

configuration	The configuration used to resolve the data for universe selection
universeSettings	The settings used for new subscriptions generated by this universe
interval	The interval at which selection should be performed
selector	Universe selection function invoked for each time returned via GetTriggerTimes. The function parameter is a DateTime in the time zone of configuration.ExchangeTimeZone

Definition at line 87 of file UserDefinedUniverse.cs.

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Member Function Documentation

◆ CreateSymbol()

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

static

Creates a user defined universe symbol

Parameters

securityType	The security
market	The market

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

Definition at line 107 of file UserDefinedUniverse.cs.

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◆ Add() [1/2]

bool QuantConnect.Data.UniverseSelection.UserDefinedUniverse.Add ( Symbol symbol )

Adds the specified Symbol to this universe

Parameters

symbol The symbol to be added to this universe

Returns: True if the symbol was added, false if it was already present

Definition at line 118 of file UserDefinedUniverse.cs.

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◆ Add() [2/2]

bool QuantConnect.Data.UniverseSelection.UserDefinedUniverse.Add ( SubscriptionDataConfig subscriptionDataConfig )

Adds the specified SubscriptionDataConfig to this universe

Parameters

subscriptionDataConfig The subscription data configuration to be added to this universe

Returns: True if the subscriptionDataConfig was added, false if it was already present

Definition at line 140 of file UserDefinedUniverse.cs.

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◆ Remove()

bool QuantConnect.Data.UniverseSelection.UserDefinedUniverse.Remove ( Symbol symbol )

Removes the specified Symbol from this universe

Parameters

symbol The symbol to be removed

Returns: True if the symbol was removed, false if the symbol was not present

Definition at line 162 of file UserDefinedUniverse.cs.

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◆ SelectSymbols()

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

virtual

Returns the symbols defined by the user for this universe

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 178 of file UserDefinedUniverse.cs.

◆ GetTriggerTimes()

virtual IEnumerable<DateTime> QuantConnect.Data.UniverseSelection.UserDefinedUniverse.GetTriggerTimes	(	DateTime	startTimeUtc,
		DateTime	endTimeUtc,
		MarketHoursDatabase	marketHoursDatabase
	)

virtual

Returns an enumerator that defines when this user defined universe will be invoked

Returns: An enumerator of DateTime that defines when this universe will be invoked

Implements QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse.

Definition at line 187 of file UserDefinedUniverse.cs.

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◆ OnCollectionChanged()

virtual void QuantConnect.Data.UniverseSelection.UserDefinedUniverse.OnCollectionChanged ( NotifyCollectionChangedEventArgs e )

protectedvirtual

Event invocator for the CollectionChanged event

Parameters

e	The notify collection changed event arguments

Reimplemented in QuantConnect.Algorithm.Selection.OptionContractUniverse.

Definition at line 212 of file UserDefinedUniverse.cs.

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◆ GetSubscriptionRequests()

override IEnumerable<SubscriptionRequest> QuantConnect.Data.UniverseSelection.UserDefinedUniverse.GetSubscriptionRequests	(	Security	security,
		DateTime	currentTimeUtc,
		DateTime	maximumEndTimeUtc,
		ISubscriptionDataConfigService	subscriptionService
	)

virtual

Gets the subscription requests to be added for the specified security

Parameters

security	The security to get subscriptions for
currentTimeUtc	The current time in utc. This is the frontier time of the algorithm
maximumEndTimeUtc	The max end time
subscriptionService	Instance which implements ISubscriptionDataConfigService interface

Returns: All subscriptions required by this security

Reimplemented from QuantConnect.Data.UniverseSelection.Universe.

Definition at line 225 of file UserDefinedUniverse.cs.

Property Documentation

◆ Interval

TimeSpan QuantConnect.Data.UniverseSelection.UserDefinedUniverse.Interval

get

Gets the interval of this user defined universe

Definition at line 53 of file UserDefinedUniverse.cs.

Event Documentation

◆ CollectionChanged

NotifyCollectionChangedEventHandler QuantConnect.Data.UniverseSelection.UserDefinedUniverse.CollectionChanged

Event fired when a symbol is added or removed from this universe

Definition at line 47 of file UserDefinedUniverse.cs.

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

Common/Data/UniverseSelection/UserDefinedUniverse.cs

Public Member Functions

Static Public Member Functions

Protected Member Functions

Properties

Events

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ UserDefinedUniverse() [1/2]

◆ UserDefinedUniverse() [2/2]

Member Function Documentation

◆ CreateSymbol()

◆ Add() [1/2]

◆ Add() [2/2]

◆ Remove()

◆ SelectSymbols()

◆ GetTriggerTimes()

◆ OnCollectionChanged()

◆ GetSubscriptionRequests()

Property Documentation

◆ Interval

Event Documentation

◆ CollectionChanged