QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager Class Reference
Encapsulates the storage of insights. More...
Inheritance diagram for QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager:
Public Member Functions | |
| InsightManager (IAlgorithm algorithm) | |
| Creates a new instance More... | |
| void | Step (DateTime utcNow) |
| Process a new time step handling insights scoring More... | |
| void | SetInsightScoreFunction (IInsightScoreFunction insightScoreFunction) |
| Sets the insight score function to use More... | |
| void | SetInsightScoreFunction (PyObject insightScoreFunction) |
| Sets the insight score function to use More... | |
| void | Expire (IEnumerable< Symbol > symbols) |
| Expire the insights of the given symbols More... | |
| void | Cancel (IEnumerable< Symbol > symbols) |
| Cancel the insights of the given symbols More... | |
| void | Expire (IEnumerable< Insight > insights) |
| Expire the given insights More... | |
| void | Cancel (IEnumerable< Insight > insights) |
| Cancel the given insights More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Alphas.InsightCollection | |
| void | Add (Insight item) |
| Adds an item to the T:System.Collections.Generic.ICollection`1. More... | |
| void | AddRange (IEnumerable< Insight > insights) |
| Adds each item in the specified enumerable of insights to this collection More... | |
| bool | Contains (Insight item) |
| Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value. More... | |
| bool | ContainsKey (Symbol symbol) |
| Determines whether insights exist in this collection for the specified symbol More... | |
| bool | Remove (Insight item) |
| Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1. More... | |
| bool | TryGetValue (Symbol symbol, out List< Insight > insights) |
| Attempts to get the list of insights with the specified symbol key More... | |
| IEnumerator< Insight > | GetEnumerator () |
| Returns an enumerator that iterates through the collection. More... | |
| void | Clear (Symbol[] symbols) |
| Removes the symbol and its insights More... | |
| DateTime? | GetNextExpiryTime () |
| Gets the next expiry time UTC More... | |
| ICollection< Insight > | GetActiveInsights (DateTime utcTime) |
| Gets the last generated active insight More... | |
| bool | HasActiveInsights (Symbol symbol, DateTime utcTime) |
| Returns true if there are active insights for a given symbol and time More... | |
| ICollection< Insight > | RemoveExpiredInsights (DateTime utcTime) |
| Remove all expired insights from the collection and retuns them More... | |
| void | RemoveInsights (Func< Insight, bool > filter) |
| Will remove insights from the complete insight collection More... | |
| List< Insight > | GetInsights (Func< Insight, bool > filter=null) |
| Will return insights from the complete insight collection More... | |
| List< Insight > | GetInsights (PyObject filter) |
| Will return insights from the complete insight collection More... | |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Algorithm.Framework.Alphas.InsightCollection | |
| int | Count [get] |
| The open insight count More... | |
| int | TotalCount [get] |
| The total insight count More... | |
| List< Insight >???? | this[Symbol symbol] [get, set] |
| Dictionary accessor returns a list of insights for the specified symbol More... | |
Detailed Description
Encapsulates the storage of insights.
Definition at line 26 of file InsightManager.cs.
Constructor & Destructor Documentation
◆ InsightManager()
| QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.InsightManager | ( | IAlgorithm | algorithm | ) |
Creates a new instance
- Parameters
-
algorithm The associated algorithm instance
Definition at line 35 of file InsightManager.cs.
Member Function Documentation
◆ Step()
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.Step | ( | DateTime | utcNow | ) |
Process a new time step handling insights scoring
- Parameters
-
utcNow The current utc time
Definition at line 44 of file InsightManager.cs.
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◆ SetInsightScoreFunction() [1/2]
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.SetInsightScoreFunction | ( | IInsightScoreFunction | insightScoreFunction | ) |
Sets the insight score function to use
- Parameters
-
insightScoreFunction Model that scores insights
Definition at line 53 of file InsightManager.cs.
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◆ SetInsightScoreFunction() [2/2]
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.SetInsightScoreFunction | ( | PyObject | insightScoreFunction | ) |
Sets the insight score function to use
- Parameters
-
insightScoreFunction Model that scores insights
Definition at line 62 of file InsightManager.cs.
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◆ Expire() [1/2]
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.Expire | ( | IEnumerable< Symbol > | symbols | ) |
Expire the insights of the given symbols
- Parameters
-
symbols Symbol we want to expire insights for
Definition at line 79 of file InsightManager.cs.
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◆ Cancel() [1/2]
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.Cancel | ( | IEnumerable< Symbol > | symbols | ) |
Cancel the insights of the given symbols
- Parameters
-
symbols Symbol we want to cancel insights for
Definition at line 99 of file InsightManager.cs.
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◆ Expire() [2/2]
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.Expire | ( | IEnumerable< Insight > | insights | ) |
Expire the given insights
- Parameters
-
insights Insights to expire
Definition at line 108 of file InsightManager.cs.
◆ Cancel() [2/2]
| void QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager.Cancel | ( | IEnumerable< Insight > | insights | ) |
Cancel the given insights
- Parameters
-
insights Insights to cancel
Definition at line 126 of file InsightManager.cs.
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The documentation for this class was generated from the following file:
- Common/Algorithm/Framework/Alphas/Analysis/InsightManager.cs
