/// <summary>
/// Refreshes this filter universe
/// </summary>
/// <param name="allSymbols">All the contract symbols for the Universe</param>
/// <param name="underlying">The current underlying last data point</param>
public virtual void Refresh(IEnumerable <Symbol> allSymbols, BaseData underlying)
{
AllSymbols = allSymbols;
UnderlyingInternal = underlying;
Type = ContractExpirationType.Standard;
IsDynamicInternal = false;
}
/// <summary>
/// Constructs ContractSecurityFilterUniverse
/// </summary>
protected ContractSecurityFilterUniverse(IEnumerable <Symbol> allSymbols, BaseData underlying)
{
AllSymbols = allSymbols;
UnderlyingInternal = underlying;
Type = ContractExpirationType.Standard;
IsDynamicInternal = false;
}
/// <summary>
/// Sets universe of weeklys contracts (if any) as selection
/// </summary>
/// <returns>Universe with filter applied</returns>
public T WeeklysOnly()
{
Type = ContractExpirationType.Weekly;
return((T)this);
}
/// <summary>
/// Includes universe of non-standard weeklys contracts (if any) into selection
/// </summary>
/// <returns>Universe with filter applied</returns>
public T IncludeWeeklys()
{
Type |= ContractExpirationType.Weekly;
return((T)this);
}
/// <summary>
/// Sets universe of standard contracts (if any) as selection
/// Contracts by default are standards; only needed to switch back if changed
/// </summary>
/// <returns>Universe with filter applied</returns>
public T StandardsOnly()
{
Type = ContractExpirationType.Standard;
return((T)this);
}
