Пример #1
0
 /// <summary>
 /// Constituent universe for a Python function
 /// </summary>
 /// <param name="subscriptionDataConfig">The universe configuration to use</param>
 /// <param name="universeSettings">The universe settings to use</param>
 /// <param name="constituentsFilter">User-provided function to filter constituents universe with</param>
 public ConstituentsUniverse(
     SubscriptionDataConfig subscriptionDataConfig,
     UniverseSettings universeSettings,
     PyObject constituentsFilter = null)
     : this(subscriptionDataConfig, universeSettings, constituentsFilter.ConvertPythonUniverseFilterFunction <T>())
 {
 }
Пример #2
0
 /// <summary>
 /// Creates a universe for the constituents of the provided <paramref name="indexSymbol"/>
 /// </summary>
 /// <param name="indexSymbol">Index Symbol to get constituents for</param>
 /// <param name="universeSettings">Universe settings</param>
 /// <param name="universeFilterFunc">Function to filter universe results</param>
 /// <returns>New index constituents Universe</returns>
 public Universe Index(
     Symbol indexSymbol,
     UniverseSettings universeSettings = null,
     PyObject universeFilterFunc       = null)
 {
     return(Index(indexSymbol, universeSettings, universeFilterFunc.ConvertPythonUniverseFilterFunction <ETFConstituentData>()));
 }
Пример #3
0
 /// <summary>
 /// Creates a universe for the constituents of the provided <paramref name="etfTicker"/>
 /// </summary>
 /// <param name="etfTicker">Ticker of the ETF to get constituents for</param>
 /// <param name="market">Market of the ETF</param>
 /// <param name="universeSettings">Universe settings</param>
 /// <param name="universeFilterFunc">Function to filter universe results</param>
 /// <returns>New ETF constituents Universe</returns>
 public Universe ETF(
     string etfTicker,
     string market = null,
     UniverseSettings universeSettings = null,
     PyObject universeFilterFunc       = null)
 {
     return(ETF(etfTicker, market, universeSettings, universeFilterFunc.ConvertPythonUniverseFilterFunction <ETFConstituentData>()));
 }
Пример #4
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 /// <summary>
 /// Initializes a new instance of the <see cref="FuncUniverse{T}"/> class for a filter function loaded from Python
 /// </summary>
 /// <param name="configuration">The configuration used to resolve the data for universe selection</param>
 /// <param name="universeSettings">The settings used for new subscriptions generated by this universe</param>
 /// <param name="universeSelector">Function that returns the symbols that should be included in the universe</param>
 public FuncUniverse(SubscriptionDataConfig configuration, UniverseSettings universeSettings, PyObject universeSelector)
     : this(configuration, universeSettings, universeSelector.ConvertPythonUniverseFilterFunction <T>())
 {
 }
Пример #5
0
 /// <summary>
 /// Creates a new universe for the constituents of the ETF provided as <paramref name="symbol"/>
 /// </summary>
 /// <param name="symbol">The ETF to load constituents for</param>
 /// <param name="universeSettings">Universe settings</param>
 /// <param name="constituentsFilter">The filter function used to filter out ETF constituents from the universe</param>
 public ETFConstituentsUniverse(Symbol symbol, UniverseSettings universeSettings, PyObject constituentsFilter = null)
     : this(symbol, universeSettings, constituentsFilter.ConvertPythonUniverseFilterFunction <ETFConstituentData>())
 {
 }