Provides an implementation of IAlphaModel that wraps a PyObject object More...
Public Member Functions | |
| AlphaModelPythonWrapper (PyObject model) | |
| Constructor for initialising the IAlphaModel class with wrapped PyObject object More... | |
| override 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... | |
| override void | OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes) |
| Event fired each time the we add/remove securities from the data feed More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Alphas.AlphaModel | |
| AlphaModel () | |
| Initialize new AlphaModel More... | |
Properties | |
| override string | Name [get] |
| Defines a name for a framework model More... | |
| Properties inherited from QuantConnect.Algorithm.Framework.Alphas.AlphaModel | |
| 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 an implementation of IAlphaModel that wraps a PyObject object
Definition at line 28 of file AlphaModelPythonWrapper.cs.
Constructor & Destructor Documentation
◆ AlphaModelPythonWrapper()
| QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper.AlphaModelPythonWrapper | ( | PyObject | model | ) |
Constructor for initialising the IAlphaModel class with wrapped PyObject object
- Parameters
-
model >Model that generates alpha
Definition at line 57 of file AlphaModelPythonWrapper.cs.
Member Function Documentation
◆ Update()
|
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
Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.
Definition at line 76 of file AlphaModelPythonWrapper.cs.
◆ OnSecuritiesChanged()
|
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
Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.
Definition at line 96 of file AlphaModelPythonWrapper.cs.
Property Documentation
◆ Name
|
get |
Defines a name for a framework model
Definition at line 36 of file AlphaModelPythonWrapper.cs.
The documentation for this class was generated from the following file:
- Algorithm/Alphas/AlphaModelPythonWrapper.cs
