/*
* 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 Python.Runtime;
using System.Collections.Generic;
using QuantConnect.Data.Fundamental;
namespace QuantConnect.Data.UniverseSelection
{
///
/// Provides a universe that can be filtered with a selection function
///
public class FineFundamentalFilteredUniverse : SelectSymbolsUniverseDecorator
{
///
/// The universe that will be used for fine universe selection
///
public FineFundamentalUniverse FineFundamentalUniverse { get; private set; }
///
/// Initializes a new instance of the class
///
/// The universe to be filtered
/// The fine selection function
public FineFundamentalFilteredUniverse(Universe universe, Func, IEnumerable> fineSelector)
: base(universe, universe.SelectSymbols)
{
if (universe is CoarseFundamentalUniverse && universe.UniverseSettings.Asynchronous.HasValue && universe.UniverseSettings.Asynchronous.Value)
{
throw new ArgumentException("Asynchronous universe setting is not supported for coarse & fine selections, please use the new Fundamental single pass selection");
}
FineFundamentalUniverse = new FineFundamentalUniverse(universe.UniverseSettings, fineSelector);
FineFundamentalUniverse.SelectionChanged += (sender, args) => OnSelectionChanged(((SelectionEventArgs) args).CurrentSelection);
}
///
/// Initializes a new instance of the class
///
/// The universe to be filtered
/// The fine selection function
public FineFundamentalFilteredUniverse(Universe universe, PyObject fineSelector)
: base(universe, universe.SelectSymbols)
{
var func = fineSelector.ConvertToDelegate, object>>();
FineFundamentalUniverse = new FineFundamentalUniverse(universe.UniverseSettings, func.ConvertToUniverseSelectionSymbolDelegate());
FineFundamentalUniverse.SelectionChanged += (sender, args) => OnSelectionChanged(((SelectionEventArgs)args).CurrentSelection);
}
}
}