Universe Selection

// Enable asynchronous universe selection to speed up your algorithm.
UniverseSettings.Asynchronous = true;
// Add a universe that selects assets at the beginning of each month.
AddUniverseSelection(
    new ScheduledUniverseSelectionModel(
        DateRules.MonthStart(), 
        TimeRules.Midnight, 
        // Select SPY for October. Otherwise, select QQQ.
        dt => new List<Symbol> { 
            QuantConnect.Symbol.Create(dt.Month == 10 ? "SPY" : "QQQ", SecurityType.Equity, Market.USA) 
        }
    )
);

# Enable asynchronous universe selection to speed up your algorithm.
self.universe_settings.asynchronous = True
# Add a universe that selects assets at the beginning of each month.
self.add_universe_selection(
    ScheduledUniverseSelectionModel(
        self.date_rules.month_start(), 
        self.time_rules.midnight, 
        # Select SPY for October. Otherwise, select QQQ.
        lambda dt: [Symbol.create("SPY" if dt.month == 10 else "QQQ", SecurityType.EQUITY, Market.USA)]
    )
)

// Add a universe that selects assets on Monday, Tuesday, and Thursday at 00:00, 06:00, 12:00, and 18:00 UTC.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.Every(DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Thursday),
    TimeRules.Every(TimeSpan.FromHours(6)),
    SelectSymbols
));

// Define the selection function.
private IEnumerable<Symbol> SelectSymbols(DateTime dateTime)
{
    var tickers = new[] {"SPY", "AAPL", "IBM"};
    return tickers.Select(ticker =>
        QuantConnect.Symbol.Create(ticker, SecurityType.Equity, Market.USA));
}

# Add a universe that selects assets on Monday, Tuesday, and Thursday at 00:00, 06:00, 12:00, and 18:00 UTC.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.every(DayOfWeek.MONDAY, DayOfWeek.TUESDAY, DayOfWeek.THURSDAY),
    self.time_rules.every(timedelta(hours = 6)),
    self.select_symbols # selection function in algorithm.
))

# Define the selection function.
def select_symbols(self, date_time: datetime) -> List[Symbol]:
    tickers = ['SPY', 'AAPL', 'IBM']
    return [Symbol.create(ticker, SecurityType.EQUITY, Market.USA)
        for ticker in tickers]

// Create a date rule that specifies the 10th day of each month.
var dateRule = new FuncDateRule(
    name: "10th_day_of_the_month",
    getDatesFunction: (start, end) => Enumerable.Range(start.Year, end.Year - start.Year + 1)
        .SelectMany(year => Enumerable.Range(1, 12).Select(month => new DateTime(year, month, 10)))
);

# Create a date rule that specifies the 10th day of each month.
date_rule = FuncDateRule(
    name="10th_day_of_the_month", 
    get_dates_function=lambda start, end: [
        datetime(year, month, 10) 
        for year in range(start.year, end.year) for month in range(1,12)
    ]
) 

var timeRule = new FuncTimeRule(
    name: "CustomTimeRule",
    createUtcEventTimesFunction: dates => dates.Select(d => d.AddHours(10)));

time_rule = FuncTimeRule(
    name="CustomTimeRule", 
    create_utc_event_times_function=lambda dates: [d + timedelta(hours=10) for d in dates]
)

// Select the universe on a specific date at a specific time.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.On(2013, 10, 7),
    TimeRules.At(13, 0),
    SelectSymbols));

// Select the universe 10 minutes after SPY starts trading each day.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.EveryDay("SPY"),
    TimeRules.AfterMarketOpen("SPY", 10),
    SelectSymbols));

// Select the universe 10 minutes before SPY stops trading each day.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.EveryDay("SPY"),
    TimeRules.BeforeMarketClose("SPY", 10),
    SelectSymbols));

// Select the universe on Monday and Friday at noon.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday),
    TimeRules.At(12, 0),
    SelectSymbols));

// Select the universe now.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.Today,
    TimeRules.Now,
    SelectSymbols));

// Select the universe tomorrow at midnight.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.Tomorrow,
    TimeRules.Midnight,
    SelectSymbols));

// Select the universe today at noon.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.Today,
    TimeRules.Noon,
    SelectSymbols));

// Select the universe every 10 minutes on everyday.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.EveryDay(), 
    TimeRules.Every(TimeSpan.FromMinutes(10)),
    SelectSymbols));
            
// Select the universe at the market open on the first day of the month the SPY starts trading.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.MonthStart("SPY"),
    TimeRules.AfterMarketOpen("SPY"),
    SelectSymbols));

// Select the universe at the market close on the last day of the month the SPY trades.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.MonthEnd("SPY"),
    TimeRules.BeforeMarketClose("SPY"),
    SelectSymbols));

// Select the universe 5 minutes after SPY starts trading each week.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.WeekStart("SPY"),
    TimeRules.AfterMarketOpen("SPY", 5),
    SelectSymbols));

// Select the universe 5 minutes before the SPY stops trading each week.
AddUniverseSelection(new ScheduledUniverseSelectionModel(
    DateRules.WeekEnd("SPY"),
    TimeRules.BeforeMarketClose("SPY", 5),
    SelectSymbols));


// Define a selection function that returns Symbol objects.
private IEnumerable<Symbol> SelectSymbols(DateTime dateTime)
{
    var tickers = new[] {"SPY", "AAPL", "IBM"};
    return tickers.Select(ticker =>
        QuantConnect.Symbol.Create(ticker, SecurityType.Equity, Market.USA));
}      

# Select the universe on a specific date at a specific time.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.on(2013, 10, 7), 
    self.time_rules.at(13, 0),
    self.select_symbols))
    
# Select the universe 10 minutes after SPY starts trading each day.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.every_day("SPY"), 
    self.time_rules.after_market_open("SPY", 10),
    self.select_symbols))

# Select the universe 10 minutes before SPY stops trading each day.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.every_day("SPY"),
    self.time_rules.before_market_close("SPY", 10),
    self.select_symbols))

# Select the universe on Monday and Friday at noon.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.every(DayOfWeek.MONDAY, DayOfWeek.FRIDAY),
    self.time_rules.at(12, 0),
    self.select_symbols))

# Select the universe now
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.today,
    self.time_rules.now,
    self.select_symbols))

# Select the universe tomorrow at midnight.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.tomorrow,
    self.time_rules.midnight,
    self.select_symbols))
    
# Select the universe today at noon.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.today,
    self.time_rules.noon,
    self.select_symbols))

# Select the universe every 10 minutes on everyday.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.every_day(), 
    self.time_rules.every(timedelta(minutes=10)),
    self.select_symbols))

# Select the universe at the market open on the first day of the month the SPY starts trading.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.month_start("SPY"),
    self.time_rules.after_market_open("SPY"),
    self.select_symbols))

# Select the universe at the market close on the last day of the month the SPY trades.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.month_end("SPY"),
    self.time_rules.before_market_close("SPY"),
    self.select_symbols))

# Select the universe 5 minutes after SPY starts trading each week.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.week_start("SPY"),
    self.time_rules.after_market_open("SPY", 5),
    self.select_symbols))

# Select the universe 5 minutes before the SPY stops trading each week.
self.add_universe_selection(ScheduledUniverseSelectionModel(
    self.date_rules.week_end("SPY"),
    self.time_rules.before_market_close("SPY", 5),
    self.select_symbols))


# Define a selection function that returns Symbol objects.
def select_symbols(self, date_time: datetime) -> List[Symbol]:
    tickers = ['SPY', 'AAPL', 'IBM']
    return [Symbol.create(ticker, SecurityType.EQUITY, Market.USA)
        for ticker in tickers]