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I am trying to get a list of symbols for a universe so I can iterate through each symbol. This is so I dont have to create a symbol list manually. It can update based on the universe requirements.
Does anyone know how to do this?
Thanks,
Tayler Allen
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Alexandre Catarino
AddEquity creates a Security object and subcribes to data updates. In the process of creating a Security, a Symbol object is also created, it is added to a cache so that we can use either the Symbol object or the string (implicit conversion) in all the methods that required a Symbol object as input.
Please add a concrete example of the trouble you are having. Let's make it work!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Pranava INVESTOR
Hi
How about python? Is there a equivalent for "userdefineduniverse" for python? Or is there a "finefiltereduniverse forpython"?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Michael Manus
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wu zheng
I may have this figured out. When AddUniverse(CoarseSelectionFunction,FineSelectionFunction is called in Initialization(). the two filter functions are registered, but the universe is NOT created immediately. The universe management data structure is populated later execution exits Initialization(). As a result, you cannot access universe.Members.Keys in Initialization().
The following shows a work around. They are pieces of my code with editing. (I have less than a month experience with C# and Quantconnect, so excuse me if something does not look normal);
public override void Initialize()
{
//code removed
AddUniverse(CoarseSelectionFunction, FineSelectionFunction);
}
public void InitializationPart2()
{
// Use UniverseManager to find symbols from the Universe Selection
foreach (var universe in UniverseManager.Values)
{
if (universe is UserDefinedUniverse)
{
continue;
}
List<Symbol> symbols = new List<Symbol> (universe.Members.Keys);
Debug(string.Join(", ",symbols.Select(x => x.Value.ToString())));
foreach (Symbol symbol in symbols)
{
//code removed
Debug(symbol.Value);
/code removed
}
}
}
bool firstTimeCallOnData=true;
public void OnData(TradeBars data)
{
if (firstTimeCallOnData) InitializationPart2();
firstTimeCallOnData=false;
}
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wu zheng
The above work around does work
2016-01-05 00:00:00 find universe: QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse 2016-01-05 00:00:00 CPB, DAL, AAL, SJM, GIS, ALK, LUV, K, UAL, JBLU, SAVE, KHC 2The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
100% correct wu zheng! Nice work!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Alexandre Catarino
AddEquity creates a Security object and subcribes to data updates. In the process of creating a Security, a Symbol object is also created, it is added to a cache so that we can use either the Symbol object or the string (implicit conversion) in all the methods that required a Symbol object as input.
Please add a concrete example of the trouble you are having. Let's make it work!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Pranava INVESTOR
Hi
How about python? Is there a equivalent for "userdefineduniverse" for python? Or is there a "finefiltereduniverse forpython"?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Michael Manus
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wu zheng
I may have this figured out. When AddUniverse(CoarseSelectionFunction,FineSelectionFunction is called in Initialization(). the two filter functions are registered, but the universe is NOT created immediately. The universe management data structure is populated later execution exits Initialization(). As a result, you cannot access universe.Members.Keys in Initialization().
The following shows a work around. They are pieces of my code with editing. (I have less than a month experience with C# and Quantconnect, so excuse me if something does not look normal);
public override void Initialize()
{
//code removed
AddUniverse(CoarseSelectionFunction, FineSelectionFunction);
}
public void InitializationPart2()
{
// Use UniverseManager to find symbols from the Universe Selection
foreach (var universe in UniverseManager.Values)
{
if (universe is UserDefinedUniverse)
{
continue;
}
List<Symbol> symbols = new List<Symbol> (universe.Members.Keys);
Debug(string.Join(", ",symbols.Select(x => x.Value.ToString())));
foreach (Symbol symbol in symbols)
{
//code removed
Debug(symbol.Value);
/code removed
}
}
}
bool firstTimeCallOnData=true;
public void OnData(TradeBars data)
{
if (firstTimeCallOnData) InitializationPart2();
firstTimeCallOnData=false;
}
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wu zheng
The above work around does work
2016-01-05 00:00:00 find universe: QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse 2016-01-05 00:00:00 CPB, DAL, AAL, SJM, GIS, ALK, LUV, K, UAL, JBLU, SAVE, KHC 2The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
100% correct wu zheng! Nice work!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Alexandre Catarino
AddEquity creates a Security object and subcribes to data updates. In the process of creating a Security, a Symbol object is also created, it is added to a cache so that we can use either the Symbol object or the string (implicit conversion) in all the methods that required a Symbol object as input.
Please add a concrete example of the trouble you are having. Let's make it work!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Pranava INVESTOR
Hi
How about python? Is there a equivalent for "userdefineduniverse" for python? Or is there a "finefiltereduniverse forpython"?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Michael Manus
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wu zheng
I may have this figured out. When AddUniverse(CoarseSelectionFunction,FineSelectionFunction is called in Initialization(). the two filter functions are registered, but the universe is NOT created immediately. The universe management data structure is populated later execution exits Initialization(). As a result, you cannot access universe.Members.Keys in Initialization().
The following shows a work around. They are pieces of my code with editing. (I have less than a month experience with C# and Quantconnect, so excuse me if something does not look normal);
public override void Initialize()
{
//code removed
AddUniverse(CoarseSelectionFunction, FineSelectionFunction);
}
public void InitializationPart2()
{
// Use UniverseManager to find symbols from the Universe Selection
foreach (var universe in UniverseManager.Values)
{
if (universe is UserDefinedUniverse)
{
continue;
}
List<Symbol> symbols = new List<Symbol> (universe.Members.Keys);
Debug(string.Join(", ",symbols.Select(x => x.Value.ToString())));
foreach (Symbol symbol in symbols)
{
//code removed
Debug(symbol.Value);
/code removed
}
}
}
bool firstTimeCallOnData=true;
public void OnData(TradeBars data)
{
if (firstTimeCallOnData) InitializationPart2();
firstTimeCallOnData=false;
}
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wu zheng
The above work around does work
2016-01-05 00:00:00 find universe: QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse 2016-01-05 00:00:00 CPB, DAL, AAL, SJM, GIS, ALK, LUV, K, UAL, JBLU, SAVE, KHC 2The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
100% correct wu zheng! Nice work!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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