Lean
$LEAN_TAG$
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Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets More...
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... | |
Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets
Definition at line 27 of file ImmediateExecutionModel.cs.
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virtual |
Immediately submits orders for the specified portfolio targets.
algorithm | The algorithm instance |
targets | The portfolio targets to be ordered |
Reimplemented from QuantConnect.Algorithm.Framework.Execution.ExecutionModel.
Definition at line 36 of file ImmediateExecutionModel.cs.
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virtual |
Event fired each time the we add/remove securities from the data feed
algorithm | The algorithm instance that experienced the change in securities |
changes | The security additions and removals from the algorithm |
Reimplemented from QuantConnect.Algorithm.Framework.Execution.ExecutionModel.
Definition at line 72 of file ImmediateExecutionModel.cs.