QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel Class Reference

Provides an implementation of IAlphaModel that always returns the same insight for each security More...

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

Public Member Functions
	ConstantAlphaModel (InsightType type, InsightDirection direction, TimeSpan period)
	Initializes a new instance of the ConstantAlphaModel class More...
	ConstantAlphaModel (InsightType type, InsightDirection direction, TimeSpan period, double? magnitude, double? confidence, double? weight=null)
	Initializes a new instance of the ConstantAlphaModel class More...
override IEnumerable< Insight >	Update (QCAlgorithm algorithm, Slice data)
	Creates a constant insight for each security as specified via the constructor 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...

Protected Member Functions
virtual bool	ShouldEmitInsight (DateTime utcTime, Symbol symbol)
	Determine if its time to emit insight for this symbol More...

Additional Inherited Members
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 always returns the same insight for each security

Definition at line 28 of file ConstantAlphaModel.cs.

Constructor & Destructor Documentation

ConstantAlphaModel() [1/2]

QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.ConstantAlphaModel	(	InsightType	type,
		InsightDirection	direction,
		TimeSpan	period
	)

Initializes a new instance of the ConstantAlphaModel class

Parameters

type	The type of insight
direction	The direction of the insight
period	The period over which the insight with come to fruition

Definition at line 45 of file ConstantAlphaModel.cs.

ConstantAlphaModel() [2/2]

QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.ConstantAlphaModel	(	InsightType	type,
		InsightDirection	direction,
		TimeSpan	period,
		double?	magnitude,
		double?	confidence,
		double?	weight = null
	)

Initializes a new instance of the ConstantAlphaModel class

Parameters

type	The type of insight
direction	The direction of the insight
period	The period over which the insight with come to fruition
magnitude	The predicted change in magnitude as a +- percentage
confidence	The confidence in the insight
weight	The portfolio weight of the insights

Definition at line 59 of file ConstantAlphaModel.cs.

Member Function Documentation

Update()

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

virtual

Creates a constant insight for each security as specified via the constructor

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 93 of file ConstantAlphaModel.cs.

Here is the call graph for this function:

OnSecuritiesChanged()

override void QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.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

Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.

Definition at line 112 of file ConstantAlphaModel.cs.

Here is the call graph for this function:

ShouldEmitInsight()

virtual bool QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel.ShouldEmitInsight ( DateTime  utcTime, Symbol  symbol  )

protectedvirtual

Determine if its time to emit insight for this symbol

Parameters

utcTime	Time of the insight
symbol	The symbol to emit an insight for

Definition at line 128 of file ConstantAlphaModel.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

---

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

• Algorithm.Framework/Alphas/ConstantAlphaModel.cs