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

Provides methods for apply the results of universe selection to an algorithm More...

Public Member Functions

 UniverseSelection (IAlgorithm algorithm, ISecurityService securityService, IDataPermissionManager dataPermissionManager, IDataProvider dataProvider, Resolution internalConfigResolution=Resolution.Minute)
 Initializes a new instance of the UniverseSelection class More...
 
void SetDataManager (IDataFeedSubscriptionManager dataManager)
 Sets the data manager More...
 
SecurityChanges ApplyUniverseSelection (Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData)
 Applies universe selection the the data feed and algorithm More...
 
bool AddPendingInternalDataFeeds (DateTime utcStart)
 Will add any pending internal currency subscriptions More...
 
void EnsureCurrencyDataFeeds (SecurityChanges securityChanges)
 Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data More...
 
SecurityChanges HandleDelisting (BaseData data, bool isInternalFeed)
 Handles the delisting process of the given data symbol from the algorithm securities More...
 

Detailed Description

Provides methods for apply the results of universe selection to an algorithm

Definition at line 33 of file UniverseSelection.cs.

Constructor & Destructor Documentation

◆ UniverseSelection()

QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.UniverseSelection ( IAlgorithm  algorithm,
ISecurityService  securityService,
IDataPermissionManager  dataPermissionManager,
IDataProvider  dataProvider,
Resolution  internalConfigResolution = Resolution.Minute 
)

Initializes a new instance of the UniverseSelection class

Parameters
algorithmThe algorithm to add securities to
securityServiceThe security service
dataPermissionManagerThe data permissions manager
dataProviderThe data provider to use
internalConfigResolutionThe resolution to use for internal configuration

Definition at line 54 of file UniverseSelection.cs.

Member Function Documentation

◆ SetDataManager()

void QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.SetDataManager ( IDataFeedSubscriptionManager  dataManager)

Sets the data manager

Definition at line 77 of file UniverseSelection.cs.

Here is the call graph for this function:
Here is the caller graph for this function:

◆ ApplyUniverseSelection()

SecurityChanges QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.ApplyUniverseSelection ( Universe  universe,
DateTime  dateTimeUtc,
BaseDataCollection  universeData 
)

Applies universe selection the the data feed and algorithm

Parameters
universeThe universe to perform selection on
dateTimeUtcThe current date time in utc
universeDataThe data provided to perform selection with

Definition at line 101 of file UniverseSelection.cs.

Here is the call graph for this function:

◆ AddPendingInternalDataFeeds()

bool QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.AddPendingInternalDataFeeds ( DateTime  utcStart)

Will add any pending internal currency subscriptions

Parameters
utcStartThe current date time in utc
Returns
Will return true if any subscription was added

Definition at line 317 of file UniverseSelection.cs.

Here is the call graph for this function:

◆ EnsureCurrencyDataFeeds()

void QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.EnsureCurrencyDataFeeds ( SecurityChanges  securityChanges)

Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data

Definition at line 412 of file UniverseSelection.cs.

Here is the caller graph for this function:

◆ HandleDelisting()

SecurityChanges QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.HandleDelisting ( BaseData  data,
bool  isInternalFeed 
)

Handles the delisting process of the given data symbol from the algorithm securities

Definition at line 420 of file UniverseSelection.cs.


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