investfly.models.SecurityUniverseSelector

class StandardSymbolsList(builtins.str, enum.Enum):

str(object='') -> str str(bytes_or_buffer[, encoding[, errors]]) -> str

Create a new string object from the given object. If encoding or errors is specified, then the object must expose a data buffer that will be decoded using the given encoding and error handler. Otherwise, returns the result of object.__str__() (if defined) or repr(object). encoding defaults to sys.getdefaultencoding(). errors defaults to 'strict'.

SP_100 = SP_100
SP_500 = SP_500
NASDAQ_100 = NASDAQ_100
NASDAQ_COMPOSITE = NASDAQ_COMPOSITE
RUSSELL_1000 = RUSSELL_1000
DOW_JONES_INDUSTRIALS = DOW_JONES_INDUSTRIALS
ETFS = ETFS
Inherited Members
enum.Enum
name
value
builtins.str
encode
replace
split
rsplit
join
capitalize
casefold
title
center
count
expandtabs
find
partition
index
ljust
lower
lstrip
rfind
rindex
rjust
rstrip
rpartition
splitlines
strip
swapcase
translate
upper
startswith
endswith
removeprefix
removesuffix
isascii
islower
isupper
istitle
isspace
isdecimal
isdigit
isnumeric
isalpha
isalnum
isidentifier
isprintable
zfill
format
format_map
maketrans
class CustomSecurityList:
CustomSecurityList(securityType: investfly.models.MarketData.SecurityType)
securityType
symbols: List[str]
def addSymbol(self, symbol: str) -> None:
@staticmethod
def fromJson( json_dict: Dict[str, Any]) -> CustomSecurityList:
def toDict(self) -> Dict[str, Any]:
def validate(self) -> None:
class SecurityUniverseType(builtins.str, enum.Enum):

str(object='') -> str str(bytes_or_buffer[, encoding[, errors]]) -> str

Create a new string object from the given object. If encoding or errors is specified, then the object must expose a data buffer that will be decoded using the given encoding and error handler. Otherwise, returns the result of object.__str__() (if defined) or repr(object). encoding defaults to sys.getdefaultencoding(). errors defaults to 'strict'.

STANDARD_LIST = <SecurityUniverseType.STANDARD_LIST: 'STANDARD_LIST'>
CUSTOM_LIST = <SecurityUniverseType.CUSTOM_LIST: 'CUSTOM_LIST'>
FUNDAMENTAL_QUERY = <SecurityUniverseType.FUNDAMENTAL_QUERY: 'FUNDAMENTAL_QUERY'>
Inherited Members
enum.Enum
name
value
builtins.str
encode
replace
split
rsplit
join
capitalize
casefold
title
center
count
expandtabs
find
partition
index
ljust
lower
lstrip
rfind
rindex
rjust
rstrip
rpartition
splitlines
strip
swapcase
translate
upper
startswith
endswith
removeprefix
removesuffix
isascii
islower
isupper
istitle
isspace
isdecimal
isdigit
isnumeric
isalpha
isalnum
isidentifier
isprintable
zfill
format
format_map
maketrans
class ComparisonOperator(builtins.str, enum.Enum):

str(object='') -> str str(bytes_or_buffer[, encoding[, errors]]) -> str

Create a new string object from the given object. If encoding or errors is specified, then the object must expose a data buffer that will be decoded using the given encoding and error handler. Otherwise, returns the result of object.__str__() (if defined) or repr(object). encoding defaults to sys.getdefaultencoding(). errors defaults to 'strict'.

GREATER_THAN = <ComparisonOperator.GREATER_THAN: '>'>
LESS_THAN = <ComparisonOperator.LESS_THAN: '<'>
GREATER_OR_EQUAL = <ComparisonOperator.GREATER_OR_EQUAL: '>='>
LESS_OR_EQUAL = <ComparisonOperator.LESS_OR_EQUAL: '<='>
EQUAL_TO = <ComparisonOperator.EQUAL_TO: '=='>
Inherited Members
enum.Enum
name
value
builtins.str
encode
replace
split
rsplit
join
capitalize
casefold
title
center
count
expandtabs
find
partition
index
ljust
lower
lstrip
rfind
rindex
rjust
rstrip
rpartition
splitlines
strip
swapcase
translate
upper
startswith
endswith
removeprefix
removesuffix
isascii
islower
isupper
istitle
isspace
isdecimal
isdigit
isnumeric
isalpha
isalnum
isidentifier
isprintable
zfill
format
format_map
maketrans
@dataclass
class FinancialCondition:
FinancialCondition( financialField: investfly.models.MarketDataIds.FinancialField, operator: ComparisonOperator, value: str | investfly.models.MarketDataIds.FinancialField)
operator: ComparisonOperator
@staticmethod
def fromDict( json_dict: Dict[str, Any]) -> FinancialCondition:
def toDict(self) -> Dict[str, Any]:
def validate(self) -> None:
class FinancialQuery:
queryConditions: List[FinancialCondition]
def addCondition( self, condition: FinancialCondition) -> None:
@staticmethod
def fromDict( json_dict: Dict[str, Any]) -> FinancialQuery:
def toDict(self) -> Dict[str, Any]:
def validate(self) -> None:
@dataclass
class SecurityUniverseSelector:

This class is used to specify the set of stocks to use in trading strategy. You can pick one of the standard list (e.g SP100) that we provide, provide your own list with comma separated symbols list, or provide a query based on fundamental metrics like MarketCap, PE Ratio etc.

SecurityUniverseSelector( universeType: SecurityUniverseType, standardList: StandardSymbolsList | None = None, customList: CustomSecurityList | None = None, financialQuery: FinancialQuery | None = None)
universeType: SecurityUniverseType

The approach used to specify the stocks. Depending on the universeType, one of the attribute below must be specified

standardList: StandardSymbolsList | None = None

Standard Symbol List (i.e SP500, SP100). Required if universeType is set to STANDARD_LIST

customList: CustomSecurityList | None = None
financialQuery: FinancialQuery | None = None
@staticmethod
def fromDict( json_dict: Dict[str, Any]) -> SecurityUniverseSelector:
def toDict(self) -> Dict[str, Any]:
@staticmethod
def singleStock( symbol: str) -> SecurityUniverseSelector:
@staticmethod
def fromStockSymbols( symbols: List[str]) -> SecurityUniverseSelector:
@staticmethod
def fromStandardList( standardListName: StandardSymbolsList) -> SecurityUniverseSelector:
@staticmethod
def fromFinancialQuery( financialQuery: FinancialQuery) -> SecurityUniverseSelector:
def getSecurityType(self) -> investfly.models.MarketData.SecurityType:
def validate(self) -> None: