/// <summary>
/// Creates a new universe and adds it to the algorithm. This can be used to return a list of string
/// symbols retrieved from anywhere and will loads those symbols under the US Equity market.
/// </summary>
/// <param name="name">A unique name for this universe</param>
/// <param name="resolution">The resolution this universe should be triggered on</param>
/// <param name="pySelector">Function delegate that accepts a DateTime and returns a collection of string symbols</param>
public void AddUniverse(string name, Resolution resolution, PyObject pySelector)
{
var selector = PythonUtil.ToFunc <DateTime, object[]>(pySelector);
AddUniverse(name, resolution, d => selector(d).Select(x => (string)x));
}
/// <summary>
/// Sets the <see cref="ContractFilter"/> to a new universe selection function
/// </summary>
/// <param name="universeFunc">new universe selection function</param>
public void SetFilter(PyObject universeFunc)
{
var pyUniverseFunc = PythonUtil.ToFunc <OptionFilterUniverse, OptionFilterUniverse>(universeFunc);
SetFilter(pyUniverseFunc);
}
/// <summary>
/// Sets the <see cref="ContractFilter"/> to a new universe selection function
/// </summary>
/// <param name="universeFunc">new universe selection function</param>
public void SetFilter(PyObject universeFunc)
{
var pyUniverseFunc = PythonUtil.ToFunc <FutureFilterUniverse, FutureFilterUniverse>(universeFunc);
SetFilter(pyUniverseFunc);
}
/// <summary>
/// Creates a new user defined universe that will fire on the requested resolution during market hours.
/// </summary>
/// <param name="securityType">The security type of the universe</param>
/// <param name="name">A unique name for this universe</param>
/// <param name="resolution">The resolution this universe should be triggered on</param>
/// <param name="market">The market of the universe</param>
/// <param name="universeSettings">The subscription settings used for securities added from this universe</param>
/// <param name="pySelector">Function delegate that accepts a DateTime and returns a collection of string symbols</param>
public void AddUniverse(SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, PyObject pySelector)
{
var selector = PythonUtil.ToFunc <DateTime, object[]>(pySelector);
AddUniverse(securityType, name, resolution, market, universeSettings, d => selector(d).Select(x => (string)x));
}
/// <summary>
/// Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and
/// will be executed on day changes in the NewYork time zone (<see cref="TimeZones.NewYork"/>
/// </summary>
/// <param name="pycoarse">Defines an initial coarse selection</param>
public void AddUniverse(PyObject pycoarse)
{
var coarse = PythonUtil.ToFunc <IEnumerable <CoarseFundamental>, object[]>(pycoarse);
AddUniverse(c => coarse(c).Select(x => (Symbol)x));
}