Lean  $LEAN_TAG$
NullRiskManagementModel.cs
1 using System.Collections.Generic;
2 using System.Linq;
4 
6 {
7  /// <summary>
8  /// Provides an implementation of <see cref="IRiskManagementModel"/> that does nothing
9  /// </summary>
11  {
12  /// <summary>
13  /// Manages the algorithm's risk at each time step
14  /// </summary>
15  /// <param name="algorithm">The algorithm instance</param>
16  /// <param name="targets">The current portfolio targets to be assessed for risk</param>
17  public override IEnumerable<IPortfolioTarget> ManageRisk(QCAlgorithm algorithm, IPortfolioTarget[] targets)
18  {
19  return Enumerable.Empty<IPortfolioTarget>();
20  }
21  }
22 }