Lean
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A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data that is used to 'pulse' the universe selection function – instead, the times output by GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data. More...
Public Member Functions | |
IEnumerable< DateTime > | GetTriggerTimes (DateTime startTimeUtc, DateTime endTimeUtc, MarketHoursDatabase marketHoursDatabase) |
Returns an enumerator that defines when this user defined universe will be invoked More... | |
A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data that is used to 'pulse' the universe selection function – instead, the times output by GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data.
Definition at line 27 of file ITimeTriggeredUniverse.cs.
IEnumerable<DateTime> QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse.GetTriggerTimes | ( | DateTime | startTimeUtc, |
DateTime | endTimeUtc, | ||
MarketHoursDatabase | marketHoursDatabase | ||
) |
Returns an enumerator that defines when this user defined universe will be invoked
Implemented in QuantConnect.Data.UniverseSelection.UserDefinedUniverse, QuantConnect.Data.UniverseSelection.ContinuousContractUniverse, and QuantConnect.Data.UniverseSelection.ScheduledUniverse.