investfly.models.strategy.SecurityUniverseSelector

Selectors for defining the securities evaluated by a strategy.

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

Investfly-maintained security lists available as strategy universes.

class CustomSecurityList:

User-supplied symbols grouped by security type.

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

Supported sources for a strategy security universe.

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

Comparison operators used by financial screening conditions.

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

Stock market sectors for fundamental queries.

displayName: str

Get the display name of the sector.

@dataclass

class FinancialCondition:

One fundamental field comparison in a financial query.

class FinancialQuery:

Fundamental conditions used to select a security universe.

@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.

securityType: investfly.models.marketdata.SecurityType

The security type for the universe selector

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