UniverseDefinitions.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
*/

using QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm
{
    /// <summary>
    /// Provides helpers for defining universes in algorithms
    /// </summary>
    public class UniverseDefinitions
    {
        /// <summary>
        /// Specifies that universe selection should not make changes on this iteration
        /// </summary>
        public Universe.UnchangedUniverse Unchanged => Universe.Unchanged;

        /// <summary>
        /// Gets a helper that provides methods for creating universes based on daily dollar volumes
        /// </summary>
        public DollarVolumeUniverseDefinitions DollarVolume { get; private set; }

        /// <summary>
        /// Gets a helper that provides methods for creating universes based on index definitions
        /// </summary>
        public IndexUniverseDefinitions Index { get; private set; }

        /// <summary>
        /// Gets a helper that provides methods for creating constituent universes
        /// </summary>
        public ConstituentUniverseDefinitions Constituent { get; }

        /// <summary>
        /// Initializes a new instance of the <see cref="UniverseDefinitions"/> class
        /// </summary>
        /// <param name="algorithm">The algorithm instance, used for obtaining the default <see cref="UniverseSettings"/></param>
        public UniverseDefinitions(QCAlgorithm algorithm)
        {
            DollarVolume = new DollarVolumeUniverseDefinitions(algorithm);
            Index = new IndexUniverseDefinitions(algorithm);
            Constituent = new ConstituentUniverseDefinitions(algorithm);
        }
    }
}