QuantConnect.Algorithm.Framework.Alphas.AlphaModel Class Reference

Provides a base class for alpha models. More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Alphas.AlphaModel:

Public Member Functions
	AlphaModel ()
	Initialize new AlphaModel More...
virtual IEnumerable< Insight >	Update (QCAlgorithm algorithm, Slice data)
	Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities More...
virtual void	OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
	Event fired each time the we add/remove securities from the data feed More...

Properties
virtual string	Name [get, set]
	Defines a name for a framework model More...
Properties inherited from QuantConnect.Algorithm.Framework.Alphas.INamedModel
string	Name [get]
	Defines a name for a framework model More...

Detailed Description

Provides a base class for alpha models.

Definition at line 26 of file AlphaModel.cs.

Constructor & Destructor Documentation

AlphaModel()

QuantConnect.Algorithm.Framework.Alphas.AlphaModel.AlphaModel

(

)

Initialize new AlphaModel

Definition at line 36 of file AlphaModel.cs.

Member Function Documentation

Update()

virtual IEnumerable<Insight> QuantConnect.Algorithm.Framework.Alphas.AlphaModel.Update ( QCAlgorithm  algorithm, Slice  data  )

virtual

Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities

Parameters

algorithm	The algorithm instance
data	The new data available

Returns

The new insights generated

Implements QuantConnect.Algorithm.Framework.Alphas.IAlphaModel.

Reimplemented in QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel, QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper, QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel, QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel, QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel, QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel, QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaStreamAlphaModule, and QuantConnect.Algorithm.Framework.Alphas.NullAlphaModel.

Definition at line 48 of file AlphaModel.cs.

OnSecuritiesChanged()

virtual void QuantConnect.Algorithm.Framework.Alphas.AlphaModel.OnSecuritiesChanged ( QCAlgorithm  algorithm, SecurityChanges  changes  )

virtual

Event fired each time the we add/remove securities from the data feed

Parameters

algorithm	The algorithm instance that experienced the change in securities
changes	The security additions and removals from the algorithm

Implements QuantConnect.Algorithm.Framework.INotifiedSecurityChanges.

Reimplemented in QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel, QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel, QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel, QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper, QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel, QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel, QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel, QuantConnect.Algorithm.Framework.Alphas.AlphaStreamAlphaModule, and QuantConnect.Algorithm.Framework.Alphas.PearsonCorrelationPairsTradingAlphaModel.

Definition at line 58 of file AlphaModel.cs.

Property Documentation

Name

virtual string QuantConnect.Algorithm.Framework.Alphas.AlphaModel.Name

getset

Defines a name for a framework model

Definition at line 31 of file AlphaModel.cs.

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The documentation for this class was generated from the following file:

• Algorithm/Alphas/AlphaModel.cs