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
27 lines
1.2 KiB
Python
27 lines
1.2 KiB
Python
# 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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from AlgorithmImports import *
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from Selection.ETFConstituentsUniverseSelectionModel import *
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from ETFConstituentsFrameworkAlgorithm import ETFConstituentsFrameworkAlgorithm
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### <summary>
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### Demonstration of using the ETFConstituentsUniverseSelectionModel with simple ticker
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### </summary>
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class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm(ETFConstituentsFrameworkAlgorithm):
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def Initialize(self):
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super().Initialize()
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self.SetUniverseSelection(ETFConstituentsUniverseSelectionModel("SPY", self.UniverseSettings, self.ETFConstituentsFilter))
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