Lean
$LEAN_TAG$
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Classes | |
class | BaseDataCollection |
This type exists for transport of data as a single packet More... | |
class | BaseFundamentalDataProvider |
Base fundamental data provider More... | |
class | CoarseFundamental |
Defines summary information about a single symbol for a given date More... | |
class | CoarseFundamentalDataProvider |
Coarse base fundamental data provider More... | |
class | CoarseFundamentalUniverse |
Defines a universe that reads coarse us equity data More... | |
class | ConstituentsUniverse |
ConstituentsUniverse allows to perform universe selection based on an already preselected set of Symbol. More... | |
class | ConstituentsUniverseData |
Custom base data class used for ConstituentsUniverse More... | |
class | ContinuousContractUniverse |
Continuous contract universe selection that based on the requested mapping mode will select each symbol More... | |
class | ETFConstituentData |
ETF Constituent data More... | |
class | ETFConstituentsUniverseFactory |
Creates a universe based on an ETF's holdings at a given date More... | |
class | ETFConstituentUniverse |
ETF constituent data More... | |
class | FineFundamentalFilteredUniverse |
Provides a universe that can be filtered with a FineFundamental selection function More... | |
class | FineFundamentalUniverse |
Defines a universe that reads fine us equity data More... | |
class | FuncUniverse |
Provides a functional implementation of Universe More... | |
class | FundamentalFilteredUniverse |
Provides a universe that can be filtered with a Fundamental.Fundamental selection function More... | |
class | FundamentalService |
Fundamental data provider service More... | |
class | FundamentalUniverseFactory |
Defines a universe that reads fundamental us equity data More... | |
class | FuturesChainUniverse |
Defines a universe for a single futures chain More... | |
class | GetSubscriptionRequestsUniverseDecorator |
Provides a universe decoration that replaces the implementation of GetSubscriptionRequests More... | |
interface | IFundamentalDataProvider |
interface | ITimeTriggeredUniverse |
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... | |
class | OptionChainUniverse |
Defines a universe for a single option chain More... | |
class | OptionUniverse |
Represents a universe of options data More... | |
class | Schedule |
Entity in charge of managing a schedule More... | |
class | ScheduledUniverse |
Defines a user that is fired based on a specified IDateRule and ITimeRule More... | |
class | SecurityChanges |
Defines the additions and subtractions to the algorithm's security subscriptions More... | |
class | SecurityChangesConstructor |
Helper method to create security changes More... | |
class | SelectSymbolsUniverseDecorator |
Provides a univese decoration that replaces the implementation of SelectSymbols More... | |
class | SubscriptionRequest |
Defines the parameters required to add a subscription to a data feed. More... | |
class | Universe |
Provides a base class for all universes to derive from. More... | |
class | UniverseDecorator |
Provides an implementation of UniverseSelection.Universe that redirects all calls to a wrapped (or decorated) universe. This provides scaffolding for other decorators who only need to override one or two methods. More... | |
class | UniverseExtensions |
Provides extension methods for the Universe class More... | |
class | UniversePythonWrapper |
Provides an implementation of Universe that wraps a PyObject object More... | |
class | UniverseSettings |
Defines settings required when adding a subscription More... | |
class | UserDefinedUniverse |
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... | |