/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Algorithm
{
///
/// Provides helpers for defining universes in algorithms
///
public class UniverseDefinitions
{
///
/// Specifies that universe selection should not make changes on this iteration
///
public Universe.UnchangedUniverse Unchanged => Universe.Unchanged;
///
/// Gets a helper that provides methods for creating universes based on daily dollar volumes
///
public DollarVolumeUniverseDefinitions DollarVolume { get; private set; }
///
/// Gets a helper that provides methods for creating universes based on index definitions
///
public IndexUniverseDefinitions Index { get; private set; }
///
/// Initializes a new instance of the class
///
/// The algorithm instance, used for obtaining the default
public UniverseDefinitions(QCAlgorithm algorithm)
{
DollarVolume = new DollarVolumeUniverseDefinitions(algorithm);
Index = new IndexUniverseDefinitions(algorithm);
}
}
}