Exemple #1
0
 /// <summary>
 /// Initializes a new instance of the <see cref="UniverseSelection"/> class
 /// </summary>
 /// <param name="dataFeed">The data feed to add/remove subscriptions from</param>
 /// <param name="algorithm">The algorithm to add securities to</param>
 /// <param name="controls">Specifies limits on the algorithm's memory usage</param>
 public UniverseSelection(IDataFeed dataFeed, IAlgorithm algorithm, Controls controls)
 {
     _dataFeed  = dataFeed;
     _algorithm = algorithm;
     _limiter   = new SubscriptionLimiter(() => dataFeed.Subscriptions, controls.TickLimit, controls.SecondLimit, controls.MinuteLimit);
 }
 /// <summary>
 /// Initializes a new instance of the <see cref="UniverseSelection"/> class
 /// </summary>
 /// <param name="dataFeed">The data feed to add/remove subscriptions from</param>
 /// <param name="algorithm">The algorithm to add securities to</param>
 /// <param name="controls">Specifies limits on the algorithm's memory usage</param>
 public UniverseSelection(IDataFeed dataFeed, IAlgorithm algorithm, Controls controls)
 {
     _dataFeed = dataFeed;
     _algorithm = algorithm;
     _limiter = new SubscriptionLimiter(() => dataFeed.Subscriptions, controls.TickLimit, controls.SecondLimit, controls.MinuteLimit);
 }