/// <summary>
/// Initializes a new instance of the <see cref="UniverseSelection"/> class
/// </summary>
/// <param name="algorithm">The algorithm to add securities to</param>
/// <param name="securityService"></param>
public UniverseSelection(
IAlgorithm algorithm,
ISecurityService securityService)
{
_algorithm = algorithm;
_securityService = securityService;
_pendingRemovalsManager = new PendingRemovalsManager(algorithm.Transactions);
_currencySubscriptionDataConfigManager = new CurrencySubscriptionDataConfigManager(algorithm.Portfolio.CashBook,
algorithm.Securities,
algorithm.SubscriptionManager,
_securityService);
}
/// <summary>
/// Initializes a new instance of the <see cref="UniverseSelection"/> class
/// </summary>
/// <param name="algorithm">The algorithm to add securities to</param>
/// <param name="securityService">The security service</param>
/// <param name="dataPermissionManager">The data permissions manager</param>
public UniverseSelection(
IAlgorithm algorithm,
ISecurityService securityService,
IDataPermissionManager dataPermissionManager)
{
_algorithm = algorithm;
_securityService = securityService;
_dataPermissionManager = dataPermissionManager;
_pendingRemovalsManager = new PendingRemovalsManager(algorithm.Transactions);
_currencySubscriptionDataConfigManager = new CurrencySubscriptionDataConfigManager(algorithm.Portfolio.CashBook,
algorithm.Securities,
algorithm.SubscriptionManager,
_securityService,
dataPermissionManager.GetResolution(Resolution.Minute));
}
/// <summary>
/// Initializes a new instance of the <see cref="UniverseSelection"/> class
/// </summary>
/// <param name="algorithm">The algorithm to add securities to</param>
/// <param name="securityService">The security service</param>
/// <param name="dataPermissionManager">The data permissions manager</param>
/// <param name="dataProvider">The data provider to use</param>
/// <param name="internalConfigResolution">The resolution to use for internal configuration</param>
public UniverseSelection(
IAlgorithm algorithm,
ISecurityService securityService,
IDataPermissionManager dataPermissionManager,
IDataProvider dataProvider,
Resolution internalConfigResolution = Resolution.Minute)
{
_dataProvider = dataProvider;
_algorithm = algorithm;
_securityService = securityService;
_dataPermissionManager = dataPermissionManager;
_pendingRemovalsManager = new PendingRemovalsManager(algorithm.Transactions);
_currencySubscriptionDataConfigManager = new CurrencySubscriptionDataConfigManager(algorithm.Portfolio.CashBook,
algorithm.Securities,
algorithm.SubscriptionManager,
_securityService,
dataPermissionManager.GetResolution(Resolution.Minute));
// TODO: next step is to merge currency internal subscriptions under the same 'internal manager' instance and we could move this directly into the DataManager class
_internalSubscriptionManager = new InternalSubscriptionManager(_algorithm, internalConfigResolution);
}