Class Universe
Base class for universes, providing an enumerable for constituents, and a method of checking if an instrument was a constituent at a specific point in time.
Inheritance
object
Universe
Inherited Members
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
Namespace: TuringTrader.Simulator
Assembly: TuringTrader.Simulator.dll
Syntax
public abstract class UniverseProperties
| Improve this Doc View SourceConstituents
Return universe constituents.
Declaration
public abstract IEnumerable<string> Constituents { get; }Property Value
| Type | Description |
|---|---|
| System.Collections.Generic.IEnumerable<T><string> | enumerable with nicknames |
Methods
| Improve this Doc View SourceIsConstituent(string, DateTime)
Determine if instrument is constituent of universe.
Declaration
public abstract bool IsConstituent(string nickname, DateTime timestamp)Parameters
| Type | Name | Description |
|---|---|---|
| string | nickname | nickname of instrument to look for |
| System.DateTime | timestamp | timestamp to check |
Returns
| Type | Description |
|---|---|
| bool | true, if constituent of universe |
New(string)
Create new universe object
Declaration
public static Universe New(string nickname)Parameters
| Type | Name | Description |
|---|---|---|
| string | nickname | universe nickname |
Returns
| Type | Description |
|---|---|
| Universe | universe object |
Remarks
Currently, the following universes are recognized: $SPX (S&P 500), $NDX (NASDAQ 100), $OEX (S&P 100), $SP1500 (S&P Composite 1500), $RUA (Russell 3000)