QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager Class Reference

Class manager to send portfolio targets to different 3rd party API's For example, it allows Collective2, CrunchDAO and Numerai signal export providers More...

Public Member Functions
	SignalExportManager (IAlgorithm algorithm)
	SignalExportManager Constructor, obtains the entry information needed to send signals and initializes the fields to be used More...
void	AddSignalExportProviders (params ISignalExportTarget[] signalExports)
	Adds one or more new signal exports providers More...
bool	SetTargetPortfolioFromPortfolio ()
	Sets the portfolio targets from the algorihtm's Portfolio and sends them with the algorithm being ran to the signal exports providers already set More...
bool	SetTargetPortfolio (params PortfolioTarget[] portfolioTargets)
	Sets the portfolio targets with the given entries and sends them with the algorithm being ran to the signal exports providers set, as long as the algorithm is in live mode More...

Protected Member Functions
bool	GetPortfolioTargets (out PortfolioTarget[] targets)
	Obtains an array of portfolio targets from algorithm's Portfolio and returns them. See PortfolioTarget.Percent(IAlgorithm, Symbol, decimal, bool) for more information about how each symbol quantity was calculated More...

Detailed Description

Class manager to send portfolio targets to different 3rd party API's For example, it allows Collective2, CrunchDAO and Numerai signal export providers

Definition at line 26 of file SignalExportManager.cs.

Constructor & Destructor Documentation

SignalExportManager()

QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.SignalExportManager

(

IAlgorithm

algorithm

)

SignalExportManager Constructor, obtains the entry information needed to send signals and initializes the fields to be used

Parameters

algorithm

Algorithm being run

Definition at line 48 of file SignalExportManager.cs.

Member Function Documentation

AddSignalExportProviders()

void QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.AddSignalExportProviders

(

params ISignalExportTarget[]

signalExports

)

Adds one or more new signal exports providers

Parameters

signalExports

One or more signal export provider

Definition at line 58 of file SignalExportManager.cs.

SetTargetPortfolioFromPortfolio()

bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.SetTargetPortfolioFromPortfolio

(

)

Sets the portfolio targets from the algorihtm's Portfolio and sends them with the algorithm being ran to the signal exports providers already set

Returns

True if the target list could be obtained from the algorithm's Portfolio and they were successfully sent to the signal export providers

Definition at line 71 of file SignalExportManager.cs.

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GetPortfolioTargets()

bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.GetPortfolioTargets ( out PortfolioTarget[]  targets )

protected

Obtains an array of portfolio targets from algorithm's Portfolio and returns them. See PortfolioTarget.Percent(IAlgorithm, Symbol, decimal, bool) for more information about how each symbol quantity was calculated

Parameters

targets

An array of portfolio targets from the algorithm's Portfolio

Returns

True if TotalPortfolioValue was bigger than zero, false otherwise

Definition at line 88 of file SignalExportManager.cs.

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SetTargetPortfolio()

bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager.SetTargetPortfolio

(

params PortfolioTarget[]

portfolioTargets

)

Sets the portfolio targets with the given entries and sends them with the algorithm being ran to the signal exports providers set, as long as the algorithm is in live mode

Parameters

portfolioTargets

One or more portfolio targets to be sent to the defined signal export providers

Returns

True if the portfolio targets could be sent to the different signal export providers successfully, false otherwise

Definition at line 131 of file SignalExportManager.cs.

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

• Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs