/*
* 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);
}
}
}