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 Universe

Properties

Constituents

Return universe constituents.

Declaration

public abstract IEnumerable<string> Constituents { get; }

Property Value

Type	Description
IEnumerable<string>	enumerable with nicknames

Methods

IsConstituent(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
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)