Lean  $LEAN_TAG$
QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse Interface Reference

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...

Inheritance diagram for QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse:
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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...
 

Detailed Description

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.

Member Function Documentation

◆ GetTriggerTimes()

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

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

Implemented in QuantConnect.Data.UniverseSelection.UserDefinedUniverse, QuantConnect.Data.UniverseSelection.ContinuousContractUniverse, and QuantConnect.Data.UniverseSelection.ScheduledUniverse.


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