Lean
$LEAN_TAG$

Provides a base class for alpha models. More...
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...  
Provides a base class for alpha models.
Definition at line 26 of file AlphaModel.cs.
QuantConnect.Algorithm.Framework.Alphas.AlphaModel.AlphaModel  (  ) 
Initialize new AlphaModel
Definition at line 36 of file AlphaModel.cs.

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

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

getset 
Defines a name for a framework model
Definition at line 31 of file AlphaModel.cs.