Roman Yavnikov
639ae479a8
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* feat: ETFConstituentsModel overloading constructor * test * feat: new constructor of ETFConstituentsUniverse test: support all constructor on c# * feat: cached symbol in ETFConstituentsUniverse.py test: validate getting symbol from cahed collection * remove: extra ctor in ETFConstituentsUniverseSelectionModel * refactor: add miss condition secType in py refactor: rename out existTicker -> Symbol refacotr: rewrite test * feat: new ETFConstituentsFrameworkAlgos * refactor: more neat ETFConstituentsAlgos * fix: CompositeUniverse to SetUniverse
33 lines
1.2 KiB
C#
33 lines
1.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2023 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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using QuantConnect.Algorithm.Framework.Selection;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Example algorithm of using ETFConstituentsUniverseSelectionModel with simple ticker
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/// </summary>
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public class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm : ETFConstituentsFrameworkAlgorithm
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{
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public override void Initialize()
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{
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base.Initialize();
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SetUniverseSelection(new ETFConstituentsUniverseSelectionModel("SPY", UniverseSettings, ETFConstituentsFilter));
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}
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}
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}
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