/// <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); }