# 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. from AlgorithmImports import * class UniverseSelectionModel: '''Provides a base class for universe selection models.''' def get_next_refresh_time_utc(self) -> datetime: '''Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.''' if hasattr(self, "GetNextRefreshTimeUtc") and callable(self.GetNextRefreshTimeUtc): return self.GetNextRefreshTimeUtc() return datetime.max def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]: '''Creates the universes for this algorithm. Called once after Args: algorithm: The algorithm instance to create universes for Returns: The universes to be used by the algorithm''' if hasattr(self, "CreateUniverses") and callable(self.CreateUniverses): return self.CreateUniverses(algorithm) raise NotImplementedError("Types deriving from 'UniverseSelectionModel' must implement the 'def CreateUniverses(QCAlgorithm) method.")