AlexCatarino
6cc832c782
In this new UniverseDefintions, a member, QC500, defines the QC500 Universe. This helper can be used to add that custom universe to the user algorithm (both in C# and Python).
52 lines
2.0 KiB
C#
52 lines
2.0 KiB
C#
/*
|
|
* 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
|
|
{
|
|
/// <summary>
|
|
/// Provides helpers for defining universes in algorithms
|
|
/// </summary>
|
|
public class UniverseDefinitions
|
|
{
|
|
/// <summary>
|
|
/// Specifies that universe selection should not make changes on this iteration
|
|
/// </summary>
|
|
public Universe.UnchangedUniverse Unchanged => Universe.Unchanged;
|
|
|
|
/// <summary>
|
|
/// Gets a helper that provides methods for creating universes based on daily dollar volumes
|
|
/// </summary>
|
|
public DollarVolumeUniverseDefinitions DollarVolume { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Gets a helper that provides methods for creating universes based on index definitions
|
|
/// </summary>
|
|
public IndexUniverseDefinitions Index { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="UniverseDefinitions"/> class
|
|
/// </summary>
|
|
/// <param name="algorithm">The algorithm instance, used for obtaining the default <see cref="UniverseSettings"/></param>
|
|
public UniverseDefinitions(QCAlgorithm algorithm)
|
|
{
|
|
DollarVolume = new DollarVolumeUniverseDefinitions(algorithm);
|
|
Index = new IndexUniverseDefinitions(algorithm);
|
|
}
|
|
}
|
|
}
|