/* * 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; } /// /// Gets a helper that provides methods for creating constituent universes /// public ConstituentUniverseDefinitions Constituent { get; } /// /// 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); Constituent = new ConstituentUniverseDefinitions(algorithm); } } }