chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * 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 System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Statistics;
+using QuantConnect.Data;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Algorithm
+{
+    /// <summary>
+    /// Provides helpers for defining universes based on the daily dollar volume
+    /// </summary>
+    public class DollarVolumeUniverseDefinitions
+    {
+        private readonly QCAlgorithm _algorithm;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DollarVolumeUniverseDefinitions"/> class
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance, used for obtaining the default <see cref="UniverseSettings"/></param>
+        public DollarVolumeUniverseDefinitions(QCAlgorithm algorithm)
+        {
+            _algorithm = algorithm;
+        }
+
+        /// <summary>
+        /// Creates a new coarse <see cref="Universe"/> that contains the top count of stocks
+        /// by daily dollar volume
+        /// </summary>
+        /// <param name="count">The number of stock to select</param>
+        /// <param name="universeSettings">The settings for stocks added by this universe.
+        /// Defaults to <see cref="QCAlgorithm.UniverseSettings"/></param>
+        /// <returns>A new coarse universe for the top count of stocks by dollar volume</returns>
+        [Obsolete("This method is deprecated. Use method `Universe.Top(...)` instead")]
+        public Universe Top(int count, UniverseSettings universeSettings = null)
+        {
+            return _algorithm.Universe.Top(count, universeSettings);
+        }
+    }
+}