/// <summary>
/// Applies universe selection the the data feed and algorithm
/// </summary>
/// <param name="universe">The universe to perform selection on</param>
/// <param name="dateTimeUtc">The current date time in utc</param>
/// <param name="universeData">The data provided to perform selection with</param>
public SecurityChanges ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData)
{
var settings = universe.UniverseSettings;
// perform initial filtering and limit the result
var selectSymbolsResult = universe.PerformSelection(dateTimeUtc, universeData);
// check for no changes first
if (ReferenceEquals(selectSymbolsResult, Universe.Unchanged))
{
return(SecurityChanges.None);
}
// materialize the enumerable into a set for processing
var selections = selectSymbolsResult.ToHashSet();
// create a hash set of our existing subscriptions by sid
var existingSubscriptions = _dataFeed.Subscriptions.ToHashSet(x => x.Security.Symbol);
var additions = new List <Security>();
var removals = new List <Security>();
// determine which data subscriptions need to be removed from this universe
foreach (var member in universe.Members.Values)
{
var config = member.SubscriptionDataConfig;
// if we've selected this subscription again, keep it
if (selections.Contains(config.Symbol))
{
continue;
}
// don't remove if the universe wants to keep him in
if (!universe.CanRemoveMember(dateTimeUtc, member))
{
continue;
}
// remove the member - this marks this member as not being
// selected by the universe, but it may remain in the universe
// until open orders are closed and the security is liquidated
removals.Add(member);
// but don't physically remove it from the algorithm if we hold stock or have open orders against it
var openOrders = _algorithm.Transactions.GetOrders(x => x.Status.IsOpen() && x.Symbol == config.Symbol);
if (!member.HoldStock && !openOrders.Any())
{
// safe to remove the member from the universe
universe.RemoveMember(dateTimeUtc, member);
// we need to mark this security as untradeable while it has no data subscription
// it is expected that this function is called while in sync with the algo thread,
// so we can make direct edits to the security here
member.Cache.Reset();
_dataFeed.RemoveSubscription(member.Symbol);
}
}
// find new selections and add them to the algorithm
foreach (var symbol in selections)
{
// we already have a subscription for this symbol so don't re-add it
if (existingSubscriptions.Contains(symbol))
{
continue;
}
// create the new security, the algorithm thread will add this at the appropriate time
Security security;
if (!_algorithm.Securities.TryGetValue(symbol, out security))
{
security = universe.CreateSecurity(symbol, _algorithm, _marketHoursDatabase, _symbolPropertiesDatabase);
}
additions.Add(security);
var addedSubscription = false;
foreach (var config in universe.GetSubscriptions(security))
{
// ask the limiter if we can add another subscription at that resolution
string reason;
if (!_limiter.CanAddSubscription(config.Resolution, out reason))
{
_algorithm.Error(reason);
Log.Trace("UniverseSelection.ApplyUniverseSelection(): Skipping adding subscription: " + config.Symbol.ToString() + ": " + reason);
continue;
}
// add the new subscriptions to the data feed
if (_dataFeed.AddSubscription(universe, security, config, dateTimeUtc, _algorithm.EndDate.ConvertToUtc(_algorithm.TimeZone)))
{
addedSubscription = true;
}
}
if (addedSubscription)
{
universe.AddMember(dateTimeUtc, security);
}
}
// Add currency data feeds that weren't explicitly added in Initialize
if (additions.Count > 0)
{
var addedSecurities = _algorithm.Portfolio.CashBook.EnsureCurrencyDataFeeds(_algorithm.Securities, _algorithm.SubscriptionManager, _marketHoursDatabase, _symbolPropertiesDatabase, _algorithm.BrokerageModel.DefaultMarkets);
foreach (var security in addedSecurities)
{
// assume currency feeds are always one subscription per, these are typically quote subscriptions
_dataFeed.AddSubscription(universe, security, security.SubscriptionDataConfig, dateTimeUtc, _algorithm.EndDate.ConvertToUtc(_algorithm.TimeZone));
}
}
// return None if there's no changes, otherwise return what we've modified
return(additions.Count + removals.Count != 0
? new SecurityChanges(additions, removals)
: SecurityChanges.None);
}
/// <summary>
/// Applies universe selection the the data feed and algorithm
/// </summary>
/// <param name="universe">The universe to perform selection on</param>
/// <param name="dateTimeUtc">The current date time in utc</param>
/// <param name="universeData">The data provided to perform selection with</param>
public SecurityChanges ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData)
{
var algorithmEndDateUtc = _algorithm.EndDate.ConvertToUtc(_algorithm.TimeZone);
if (dateTimeUtc > algorithmEndDateUtc)
{
return(SecurityChanges.None);
}
IEnumerable <Symbol> selectSymbolsResult;
// check if this universe must be filtered with fine fundamental data
var fineFiltered = universe as FineFundamentalFilteredUniverse;
if (fineFiltered != null)
{
// perform initial filtering and limit the result
selectSymbolsResult = universe.SelectSymbols(dateTimeUtc, universeData);
if (!ReferenceEquals(selectSymbolsResult, Universe.Unchanged))
{
// prepare a BaseDataCollection of FineFundamental instances
var fineCollection = new BaseDataCollection();
var dataProvider = new DefaultDataProvider();
foreach (var symbol in selectSymbolsResult)
{
var config = FineFundamentalUniverse.CreateConfiguration(symbol);
var exchangeHours = _marketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.ID.SecurityType).ExchangeHours;
var symbolProperties = _symbolPropertiesDatabase.GetSymbolProperties(symbol.ID.Market, symbol, symbol.ID.SecurityType, CashBook.AccountCurrency);
var quoteCash = _algorithm.Portfolio.CashBook[symbolProperties.QuoteCurrency];
var security = new Equity(symbol, exchangeHours, quoteCash, symbolProperties);
var localStartTime = dateTimeUtc.ConvertFromUtc(exchangeHours.TimeZone).AddDays(-1);
var factory = new FineFundamentalSubscriptionEnumeratorFactory(_algorithm.LiveMode, x => new[] { localStartTime });
var request = new SubscriptionRequest(true, universe, security, new SubscriptionDataConfig(config), localStartTime, localStartTime);
using (var enumerator = factory.CreateEnumerator(request, dataProvider))
{
if (enumerator.MoveNext())
{
fineCollection.Data.Add(enumerator.Current);
}
}
}
// perform the fine fundamental universe selection
selectSymbolsResult = fineFiltered.FineFundamentalUniverse.PerformSelection(dateTimeUtc, fineCollection);
// WARNING -- HACK ATTACK -- WARNING
// Fine universes are considered special due to their chaining behavior.
// As such, we need a means of piping the fine data read in here back to the data feed
// so that it can be properly emitted via a TimeSlice.Create call. There isn't a mechanism
// in place for this function to return such data. The following lines are tightly coupled
// to the universeData dictionaries in SubscriptionSynchronizer and LiveTradingDataFeed and
// rely on reference semantics to work.
// Coarse raw data has SID collision on: CRHCY R735QTJ8XC9X
var coarseData = universeData.Data.OfType <CoarseFundamental>()
.DistinctBy(c => c.Symbol)
.ToDictionary(c => c.Symbol);
universeData.Data = new List <BaseData>();
foreach (var fine in fineCollection.Data.OfType <FineFundamental>())
{
var fundamentals = new Fundamentals
{
Symbol = fine.Symbol,
Time = fine.Time,
EndTime = fine.EndTime,
DataType = fine.DataType,
CompanyReference = fine.CompanyReference,
EarningReports = fine.EarningReports,
EarningRatios = fine.EarningRatios,
FinancialStatements = fine.FinancialStatements,
OperationRatios = fine.OperationRatios,
SecurityReference = fine.SecurityReference,
ValuationRatios = fine.ValuationRatios
};
CoarseFundamental coarse;
if (coarseData.TryGetValue(fine.Symbol, out coarse))
{
// the only time the coarse data won't exist is if the selection function
// doesn't use the data provided, and instead returns a constant list of
// symbols -- coupled with a potential hole in the data
fundamentals.Value = coarse.Value;
fundamentals.Market = coarse.Market;
fundamentals.Volume = coarse.Volume;
fundamentals.DollarVolume = coarse.DollarVolume;
fundamentals.HasFundamentalData = coarse.HasFundamentalData;
}
universeData.Data.Add(fundamentals);
}
// END -- HACK ATTACK -- END
}
}
else
{
// perform initial filtering and limit the result
selectSymbolsResult = universe.PerformSelection(dateTimeUtc, universeData);
}
// check for no changes first
if (ReferenceEquals(selectSymbolsResult, Universe.Unchanged))
{
return(SecurityChanges.None);
}
// materialize the enumerable into a set for processing
var selections = selectSymbolsResult.ToHashSet();
var additions = new List <Security>();
var removals = new List <Security>();
// remove previously deselected members which were kept in the universe because of holdings or open orders
foreach (var member in _pendingRemovals.ToList())
{
if (IsSafeToRemove(member))
{
RemoveSecurityFromUniverse(universe, member, removals, dateTimeUtc, algorithmEndDateUtc);
_pendingRemovals.Remove(member);
}
}
// determine which data subscriptions need to be removed from this universe
foreach (var member in universe.Members.Values)
{
// if we've selected this subscription again, keep it
if (selections.Contains(member.Symbol))
{
continue;
}
// don't remove if the universe wants to keep him in
if (!universe.CanRemoveMember(dateTimeUtc, member))
{
continue;
}
// remove the member - this marks this member as not being
// selected by the universe, but it may remain in the universe
// until open orders are closed and the security is liquidated
removals.Add(member);
if (IsSafeToRemove(member))
{
RemoveSecurityFromUniverse(universe, member, removals, dateTimeUtc, algorithmEndDateUtc);
}
else
{
_pendingRemovals.Add(member);
}
}
var keys = _pendingSecurityAdditions.Keys;
if (keys.Any() && keys.Single() != dateTimeUtc)
{
// if the frontier moved forward then we've added these securities to the algorithm
_pendingSecurityAdditions.Clear();
}
Dictionary <Symbol, Security> pendingAdditions;
if (!_pendingSecurityAdditions.TryGetValue(dateTimeUtc, out pendingAdditions))
{
// keep track of created securities so we don't create the same security twice, leads to bad things :)
pendingAdditions = new Dictionary <Symbol, Security>();
_pendingSecurityAdditions[dateTimeUtc] = pendingAdditions;
}
// find new selections and add them to the algorithm
foreach (var symbol in selections)
{
// create the new security, the algorithm thread will add this at the appropriate time
Security security;
if (!pendingAdditions.TryGetValue(symbol, out security) && !_algorithm.Securities.TryGetValue(symbol, out security))
{
security = universe.CreateSecurity(symbol, _algorithm, _marketHoursDatabase, _symbolPropertiesDatabase);
pendingAdditions.Add(symbol, security);
}
var addedSubscription = false;
foreach (var request in universe.GetSubscriptionRequests(security, dateTimeUtc, algorithmEndDateUtc))
{
// add the new subscriptions to the data feed
_dataFeed.AddSubscription(request);
// only update our security changes if we actually added data
if (!request.IsUniverseSubscription)
{
addedSubscription = true;
}
}
if (addedSubscription)
{
var addedMember = universe.AddMember(dateTimeUtc, security);
if (addedMember)
{
additions.Add(security);
}
}
}
// return None if there's no changes, otherwise return what we've modified
var securityChanges = additions.Count + removals.Count != 0
? new SecurityChanges(additions, removals)
: SecurityChanges.None;
// Add currency data feeds that weren't explicitly added in Initialize
if (additions.Count > 0)
{
var addedSecurities = _algorithm.Portfolio.CashBook.EnsureCurrencyDataFeeds(_algorithm.Securities, _algorithm.SubscriptionManager, _marketHoursDatabase, _symbolPropertiesDatabase, _algorithm.BrokerageModel.DefaultMarkets, securityChanges);
foreach (var security in addedSecurities)
{
// assume currency feeds are always one subscription per, these are typically quote subscriptions
_dataFeed.AddSubscription(new SubscriptionRequest(false, universe, security, new SubscriptionDataConfig(security.Subscriptions.First()), dateTimeUtc, algorithmEndDateUtc));
}
}
if (securityChanges != SecurityChanges.None)
{
Log.Debug("UniverseSelection.ApplyUniverseSelection(): " + dateTimeUtc + ": " + securityChanges);
}
return(securityChanges);
}
/// <summary>
/// Applies universe selection the the data feed and algorithm
/// </summary>
/// <param name="universe">The universe to perform selection on</param>
/// <param name="dateTimeUtc">The current date time in utc</param>
/// <param name="universeData">The data provided to perform selection with</param>
public SecurityChanges ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData)
{
IEnumerable <Symbol> selectSymbolsResult;
// check if this universe must be filtered with fine fundamental data
var fineFiltered = universe as FineFundamentalFilteredUniverse;
if (fineFiltered != null)
{
// perform initial filtering and limit the result
selectSymbolsResult = universe.SelectSymbols(dateTimeUtc, universeData);
// prepare a BaseDataCollection of FineFundamental instances
var fineCollection = new BaseDataCollection();
var dataProvider = new DefaultDataProvider();
foreach (var symbol in selectSymbolsResult)
{
var factory = new FineFundamentalSubscriptionEnumeratorFactory(_algorithm.LiveMode, x => new[] { dateTimeUtc });
var config = FineFundamentalUniverse.CreateConfiguration(symbol);
Security security;
if (!_algorithm.Securities.TryGetValue(symbol, out security))
{
security = universe.CreateSecurity(symbol, _algorithm, _marketHoursDatabase, _symbolPropertiesDatabase);
_algorithm.Securities.Add(security);
}
var request = new SubscriptionRequest(true, universe, security, config, dateTimeUtc, dateTimeUtc);
var enumerator = factory.CreateEnumerator(request, dataProvider);
if (enumerator.MoveNext())
{
fineCollection.Data.Add(enumerator.Current);
}
}
// perform the fine fundamental universe selection
selectSymbolsResult = fineFiltered.FineFundamentalUniverse.PerformSelection(dateTimeUtc, fineCollection);
}
else
{
// perform initial filtering and limit the result
selectSymbolsResult = universe.PerformSelection(dateTimeUtc, universeData);
}
// check for no changes first
if (ReferenceEquals(selectSymbolsResult, Universe.Unchanged))
{
return(SecurityChanges.None);
}
// materialize the enumerable into a set for processing
var selections = selectSymbolsResult.ToHashSet();
var additions = new List <Security>();
var removals = new List <Security>();
var algorithmEndDateUtc = _algorithm.EndDate.ConvertToUtc(_algorithm.TimeZone);
// remove previously deselected members which were kept in the universe because of holdings or open orders
foreach (var member in _pendingRemovals.ToList())
{
var openOrders = _algorithm.Transactions.GetOrders(x => x.Status.IsOpen() && x.Symbol == member.Symbol);
if (!member.HoldStock && !openOrders.Any())
{
RemoveSecurityFromUniverse(universe, member, removals, dateTimeUtc, algorithmEndDateUtc);
_pendingRemovals.Remove(member);
}
}
// determine which data subscriptions need to be removed from this universe
foreach (var member in universe.Members.Values)
{
// if we've selected this subscription again, keep it
if (selections.Contains(member.Symbol))
{
continue;
}
// don't remove if the universe wants to keep him in
if (!universe.CanRemoveMember(dateTimeUtc, member))
{
continue;
}
// remove the member - this marks this member as not being
// selected by the universe, but it may remain in the universe
// until open orders are closed and the security is liquidated
removals.Add(member);
// but don't physically remove it from the algorithm if we hold stock or have open orders against it
var openOrders = _algorithm.Transactions.GetOrders(x => x.Status.IsOpen() && x.Symbol == member.Symbol);
if (!member.HoldStock && !openOrders.Any())
{
RemoveSecurityFromUniverse(universe, member, removals, dateTimeUtc, algorithmEndDateUtc);
}
else
{
_pendingRemovals.Add(member);
}
}
// find new selections and add them to the algorithm
foreach (var symbol in selections)
{
// create the new security, the algorithm thread will add this at the appropriate time
Security security;
if (!_algorithm.Securities.TryGetValue(symbol, out security))
{
security = universe.CreateSecurity(symbol, _algorithm, _marketHoursDatabase, _symbolPropertiesDatabase);
}
var addedSubscription = false;
foreach (var request in universe.GetSubscriptionRequests(security, dateTimeUtc, algorithmEndDateUtc))
{
// ask the limiter if we can add another subscription at that resolution
string reason;
if (!_limiter.CanAddSubscription(request.Configuration.Resolution, out reason))
{
// should we be counting universe subscriptions against user subscriptions limits?
_algorithm.Error(reason);
Log.Trace("UniverseSelection.ApplyUniverseSelection(): Skipping adding subscription: " + request.Configuration.Symbol.ToString() + ": " + reason);
continue;
}
// add the new subscriptions to the data feed
_dataFeed.AddSubscription(request);
// only update our security changes if we actually added data
if (!request.IsUniverseSubscription)
{
addedSubscription = true;
}
}
if (addedSubscription)
{
var addedMember = universe.AddMember(dateTimeUtc, security);
if (addedMember)
{
additions.Add(security);
}
}
}
// Add currency data feeds that weren't explicitly added in Initialize
if (additions.Count > 0)
{
var addedSecurities = _algorithm.Portfolio.CashBook.EnsureCurrencyDataFeeds(_algorithm.Securities, _algorithm.SubscriptionManager, _marketHoursDatabase, _symbolPropertiesDatabase, _algorithm.BrokerageModel.DefaultMarkets);
foreach (var security in addedSecurities)
{
// assume currency feeds are always one subscription per, these are typically quote subscriptions
_dataFeed.AddSubscription(new SubscriptionRequest(false, universe, security, security.Subscriptions.First(), dateTimeUtc, algorithmEndDateUtc));
}
}
// return None if there's no changes, otherwise return what we've modified
var securityChanges = additions.Count + removals.Count != 0
? new SecurityChanges(additions, removals)
: SecurityChanges.None;
if (securityChanges != SecurityChanges.None)
{
Log.Debug("UniverseSelection.ApplyUniverseSelection(): " + dateTimeUtc + ": " + securityChanges);
}
return(securityChanges);
}
/// <summary>
/// Applies universe selection the the data feed and algorithm
/// </summary>
/// <param name="universe">The universe to perform selection on</param>
/// <param name="dateTimeUtc">The current date time in utc</param>
/// <param name="universeData">The data provided to perform selection with</param>
public SecurityChanges ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData)
{
var algorithmEndDateUtc = _algorithm.EndDate.ConvertToUtc(_algorithm.TimeZone);
if (dateTimeUtc > algorithmEndDateUtc)
{
return(SecurityChanges.None);
}
IEnumerable <Symbol> selectSymbolsResult;
// check if this universe must be filtered with fine fundamental data
var fineFiltered = universe as FineFundamentalFilteredUniverse;
if (fineFiltered != null)
{
// perform initial filtering and limit the result
selectSymbolsResult = universe.SelectSymbols(dateTimeUtc, universeData);
if (!ReferenceEquals(selectSymbolsResult, Universe.Unchanged))
{
// prepare a BaseDataCollection of FineFundamental instances
var fineCollection = new BaseDataCollection();
var dataProvider = new DefaultDataProvider();
foreach (var symbol in selectSymbolsResult)
{
var factory = new FineFundamentalSubscriptionEnumeratorFactory(_algorithm.LiveMode, x => new[] { dateTimeUtc });
var config = FineFundamentalUniverse.CreateConfiguration(symbol);
var exchangeHours = _marketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.ID.SecurityType).ExchangeHours;
var symbolProperties = _symbolPropertiesDatabase.GetSymbolProperties(symbol.ID.Market, symbol, symbol.ID.SecurityType, CashBook.AccountCurrency);
var quoteCash = _algorithm.Portfolio.CashBook[symbolProperties.QuoteCurrency];
var security = new Equity(symbol, exchangeHours, quoteCash, symbolProperties);
var request = new SubscriptionRequest(true, universe, security, new SubscriptionDataConfig(config), dateTimeUtc, dateTimeUtc);
using (var enumerator = factory.CreateEnumerator(request, dataProvider))
{
if (enumerator.MoveNext())
{
fineCollection.Data.Add(enumerator.Current);
}
}
}
// perform the fine fundamental universe selection
selectSymbolsResult = fineFiltered.FineFundamentalUniverse.PerformSelection(dateTimeUtc, fineCollection);
}
}
else
{
// perform initial filtering and limit the result
selectSymbolsResult = universe.PerformSelection(dateTimeUtc, universeData);
}
// check for no changes first
if (ReferenceEquals(selectSymbolsResult, Universe.Unchanged))
{
return(SecurityChanges.None);
}
// materialize the enumerable into a set for processing
var selections = selectSymbolsResult.ToHashSet();
var additions = new List <Security>();
var removals = new List <Security>();
// remove previously deselected members which were kept in the universe because of holdings or open orders
foreach (var member in _pendingRemovals.ToList())
{
if (IsSafeToRemove(member))
{
RemoveSecurityFromUniverse(universe, member, removals, dateTimeUtc, algorithmEndDateUtc);
_pendingRemovals.Remove(member);
}
}
// determine which data subscriptions need to be removed from this universe
foreach (var member in universe.Members.Values)
{
// if we've selected this subscription again, keep it
if (selections.Contains(member.Symbol))
{
continue;
}
// don't remove if the universe wants to keep him in
if (!universe.CanRemoveMember(dateTimeUtc, member))
{
continue;
}
// remove the member - this marks this member as not being
// selected by the universe, but it may remain in the universe
// until open orders are closed and the security is liquidated
removals.Add(member);
if (IsSafeToRemove(member))
{
RemoveSecurityFromUniverse(universe, member, removals, dateTimeUtc, algorithmEndDateUtc);
}
else
{
_pendingRemovals.Add(member);
}
}
var keys = _pendingSecurityAdditions.Keys;
if (keys.Any() && keys.Single() != dateTimeUtc)
{
// if the frontier moved forward then we've added these securities to the algorithm
_pendingSecurityAdditions.Clear();
}
Dictionary <Symbol, Security> pendingAdditions;
if (!_pendingSecurityAdditions.TryGetValue(dateTimeUtc, out pendingAdditions))
{
// keep track of created securities so we don't create the same security twice, leads to bad things :)
pendingAdditions = new Dictionary <Symbol, Security>();
_pendingSecurityAdditions[dateTimeUtc] = pendingAdditions;
}
// find new selections and add them to the algorithm
foreach (var symbol in selections)
{
// create the new security, the algorithm thread will add this at the appropriate time
Security security;
if (!pendingAdditions.TryGetValue(symbol, out security) && !_algorithm.Securities.TryGetValue(symbol, out security))
{
security = universe.CreateSecurity(symbol, _algorithm, _marketHoursDatabase, _symbolPropertiesDatabase);
pendingAdditions.Add(symbol, security);
}
var addedSubscription = false;
foreach (var request in universe.GetSubscriptionRequests(security, dateTimeUtc, algorithmEndDateUtc))
{
// add the new subscriptions to the data feed
_dataFeed.AddSubscription(request);
// only update our security changes if we actually added data
if (!request.IsUniverseSubscription)
{
addedSubscription = true;
}
}
if (addedSubscription)
{
var addedMember = universe.AddMember(dateTimeUtc, security);
if (addedMember)
{
additions.Add(security);
}
}
}
// return None if there's no changes, otherwise return what we've modified
var securityChanges = additions.Count + removals.Count != 0
? new SecurityChanges(additions, removals)
: SecurityChanges.None;
// Add currency data feeds that weren't explicitly added in Initialize
if (additions.Count > 0)
{
var addedSecurities = _algorithm.Portfolio.CashBook.EnsureCurrencyDataFeeds(_algorithm.Securities, _algorithm.SubscriptionManager, _marketHoursDatabase, _symbolPropertiesDatabase, _algorithm.BrokerageModel.DefaultMarkets, securityChanges);
foreach (var security in addedSecurities)
{
// assume currency feeds are always one subscription per, these are typically quote subscriptions
_dataFeed.AddSubscription(new SubscriptionRequest(false, universe, security, new SubscriptionDataConfig(security.Subscriptions.First()), dateTimeUtc, algorithmEndDateUtc));
}
}
if (securityChanges != SecurityChanges.None)
{
Log.Debug("UniverseSelection.ApplyUniverseSelection(): " + dateTimeUtc + ": " + securityChanges);
}
return(securityChanges);
}
