Example #1
0
        /// <summary>
        /// Initializes a new instance of the <see cref="CoarseFundamentalUniverse"/> class
        /// </summary>
        /// <param name="universeSettings">The settings used for new subscriptions generated by this universe</param>
        /// <param name="securityInitializer">Initializes securities when they're added to the universe</param>
        /// <param name="selector">Returns the symbols that should be included in the universe</param>
        public CoarseFundamentalUniverse(UniverseSettings universeSettings, ISecurityInitializer securityInitializer, PyObject selector)
            : base(CreateConfiguration(CoarseFundamental.CreateUniverseSymbol(QuantConnect.Market.USA)), securityInitializer)
        {
            _universeSettings = universeSettings;
            Func <IEnumerable <CoarseFundamental>, Symbol[]> func;

            if (selector.TryConvertToDelegate(out func))
            {
                _selector = func;
            }
        }
 /// <summary>
 /// Initializes a new instance of the <see cref="CoarseFundamentalUniverse"/> class
 /// </summary>
 /// <param name="universeSettings">The settings used for new subscriptions generated by this universe</param>
 /// <param name="selector">Returns the symbols that should be included in the universe</param>
 public CoarseFundamentalUniverse(UniverseSettings universeSettings, PyObject selector)
     : this(CoarseFundamental.CreateUniverseSymbol(QuantConnect.Market.USA), universeSettings, selector)
 {
 }
 /// <summary>
 /// Initializes a new instance of the <see cref="CoarseFundamentalUniverse"/> class
 /// </summary>
 /// <param name="universeSettings">The settings used for new subscriptions generated by this universe</param>
 /// <param name="selector">Returns the symbols that should be included in the universe</param>
 public CoarseFundamentalUniverse(UniverseSettings universeSettings, Func <IEnumerable <CoarseFundamental>, IEnumerable <Symbol> > selector)
     : base(CreateConfiguration(CoarseFundamental.CreateUniverseSymbol(QuantConnect.Market.USA)))
 {
     _universeSettings = universeSettings;
     _selector         = selector;
 }