Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets More...

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

Public Member Functions
override void	Execute (QCAlgorithm algorithm, IPortfolioTarget[] targets)
	Immediately submits orders for the specified portfolio targets. More...

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

Detailed Description

Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets

Definition at line 27 of file ImmediateExecutionModel.cs.

Member Function Documentation

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

virtual

Immediately submits orders for the specified portfolio targets.

Parameters

algorithm	The algorithm instance
targets	The portfolio targets to be ordered

Definition at line 36 of file ImmediateExecutionModel.cs.

Here is the call graph for this function:

override void QuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel.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 73 of file ImmediateExecutionModel.cs.

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