wehub-resource-sync
34 lines
1.7 KiB
Python
34 lines
1.7 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from AlgorithmImports import *
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class UniverseSelectionModel:
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'''Provides a base class for universe selection models.'''
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def get_next_refresh_time_utc(self) -> datetime:
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'''Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.'''
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if hasattr(self, "GetNextRefreshTimeUtc") and callable(self.GetNextRefreshTimeUtc):
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return self.GetNextRefreshTimeUtc()
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return datetime.max
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def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]:
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'''Creates the universes for this algorithm. Called once after <see cref="IAlgorithm.Initialize"/>
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Args:
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algorithm: The algorithm instance to create universes for</param>
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Returns:
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The universes to be used by the algorithm'''
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if hasattr(self, "CreateUniverses") and callable(self.CreateUniverses):
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return self.CreateUniverses(algorithm)
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raise NotImplementedError("Types deriving from 'UniverseSelectionModel' must implement the 'def CreateUniverses(QCAlgorithm) method.")
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