/*
* 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 QuantConnect.Data.UniverseSelection;
using QuantConnect.Interfaces;
namespace QuantConnect.Algorithm.Framework.Selection
{
///
/// Provides a base class for universe selection models.
///
public class UniverseSelectionModel : IUniverseSelectionModel
{
///
/// Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.
///
public virtual DateTime GetNextRefreshTimeUtc()
{
return DateTime.MaxValue;
}
///
/// Creates the universes for this algorithm. Called once after
///
/// The algorithm instance to create universes for
/// The universes to be used by the algorithm
public virtual IEnumerable CreateUniverses(QCAlgorithm algorithm)
{
throw new System.NotImplementedException("Types deriving from 'UniverseSelectionModel' must implement the 'IEnumerable CreateUniverses(QCAlgorithm) method.");
}
}
}