/// <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; }