# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.## Licensed under the Apache License, Version 2.0 (the "License");# you may not use this file except in compliance with the License.# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0## Unless required by applicable law or agreed to in writing, software# distributed under the License is distributed on an "AS IS" BASIS,# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.# See the License for the specific language governing permissions and# limitations under the License.from AlgorithmImports import *### <summary>### This algorithm shows how you can handle universe selection in anyway you like,### at any time you like. This algorithm has a list of 10 stocks that it rotates### through every hour.### </summary>### <meta name="tag" content="using data" />### <meta name="tag" content="universes" />### <meta name="tag" content="custom universes" />class UserDefinedUniverseAlgorithm(QCAlgorithm):def initialize(self) -> None:self.set_cash(100000)self.set_start_date(2015, 1, 1)self.set_end_date(2015, 12, 1)self._symbols = ["SPY", "GOOG", "IBM", "AAPL", "MSFT", "CSCO", "ADBE", "WMT"]self.universe_settings.resolution = Resolution.HOURself.add_universe('my_universe_name', Resolution.HOUR, self.selection)def selection(self, time: datetime) -> list[str]:index = time.hour % len(self._symbols)return [self._symbols[index]]def on_securities_changed(self, changes: SecurityChanges) -> None:for removed in changes.removed_securities:if removed.invested:self.liquidate(removed.symbol)for added in changes.added_securities:self.set_holdings(added.symbol, 1/len(changes.added_securities))
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