/* * 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 { /// /// Provides helpers for defining universes based on the daily dollar volume /// public class DollarVolumeUniverseDefinitions { private readonly QCAlgorithm _algorithm; /// /// Initializes a new instance of the class /// /// The algorithm instance, used for obtaining the default public DollarVolumeUniverseDefinitions(QCAlgorithm algorithm) { _algorithm = algorithm; } /// /// Creates a new coarse universe that contains the top count of stocks /// by daily dollar volume /// /// The number of stock to select /// The settings for stocks added by this universe. /// Defaults to /// A new coarse universe for the top count of stocks by dollar volume [Obsolete("This method is deprecated. Use method `Universe.DollarVolume.Top(...)` instead")] public Universe Top(int count, UniverseSettings universeSettings = null) { return _algorithm.Universe.Top(count, universeSettings); } } }