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