Lean  $LEAN_TAG$
QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager Class Reference

Helper class used to managed pending security removals UniverseSelection More...

Classes

class  RemovedMember
 Helper class used to report removed universe members More...
 

Public Member Functions

 PendingRemovalsManager (IOrderProvider orderProvider)
 Create a new instance More...
 
List< RemovedMemberTryRemoveMember (Security member, Universe universe)
 Will determine if the Security can be removed. If it can be removed will add it to PendingRemovals More...
 
List< RemovedMemberCheckPendingRemovals (HashSet< Symbol > selectedSymbols, Universe currentUniverse)
 Will check pending security removals More...
 

Public Attributes

IReadOnlyDictionary< Universe, List< Security > > PendingRemovals => _pendingRemovals
 Current pending removals More...
 

Detailed Description

Helper class used to managed pending security removals UniverseSelection

Definition at line 27 of file PendingRemovalsManager.cs.

Constructor & Destructor Documentation

◆ PendingRemovalsManager()

QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.PendingRemovalsManager ( IOrderProvider  orderProvider)

Create a new instance

Parameters
orderProviderThe order provider used to determine if it is safe to remove a security

Definition at line 41 of file PendingRemovalsManager.cs.

Member Function Documentation

◆ TryRemoveMember()

List<RemovedMember> QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.TryRemoveMember ( Security  member,
Universe  universe 
)

Will determine if the Security can be removed. If it can be removed will add it to PendingRemovals

Parameters
memberThe security to remove
universeThe universe which the security is a member of
Returns
The member to remove

Definition at line 85 of file PendingRemovalsManager.cs.

◆ CheckPendingRemovals()

List<RemovedMember> QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.CheckPendingRemovals ( HashSet< Symbol selectedSymbols,
Universe  currentUniverse 
)

Will check pending security removals

Parameters
selectedSymbolsCurrently selected symbols
currentUniverseCurrent universe
Returns
The members to be removed

Definition at line 113 of file PendingRemovalsManager.cs.

Member Data Documentation

◆ PendingRemovals

IReadOnlyDictionary<Universe, List<Security> > QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.PendingRemovals => _pendingRemovals

Current pending removals

Definition at line 35 of file PendingRemovalsManager.cs.


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