Provides a base class for execution models More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Execution.ExecutionModel:

Public Member Functions
virtual void	Execute (QCAlgorithm algorithm, IPortfolioTarget[] targets)
	Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit More...

virtual void	OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes)
	Event fired each time the we add/remove securities from the data feed More...

Detailed Description

Provides a base class for execution models

Definition at line 24 of file ExecutionModel.cs.

Member Function Documentation

virtual void QuantConnect.Algorithm.Framework.Execution.ExecutionModel.Execute	(	QCAlgorithm	algorithm,
		IPortfolioTarget[]	targets
	)

virtual

Submit orders for the specified portfolio targets. This model is free to delay or spread out these orders as it sees fit

Parameters

algorithm	The algorithm instance
targets	The portfolio targets just emitted by the portfolio construction model. These are always just the new/updated targets and not a complete set of targets

Definition at line 33 of file ExecutionModel.cs.

virtual void QuantConnect.Algorithm.Framework.Execution.ExecutionModel.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

Definition at line 43 of file ExecutionModel.cs.

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